BVT Put 25.5 BAYN 16.08.2024
/ DE000VD7TMJ0
BVT Put 25.5 BAYN 16.08.2024/ DE000VD7TMJ0 /
| 2024-08-01 10:20:39 AM |
Chg.+0.005 |
Bid11:33:02 AM |
Ask11:33:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+26.32% |
0.022
Bid Size: 250,000 |
0.032
Ask Size: 250,000 |
BAYER AG NA O.N. |
25.50 - |
2024-08-16 |
Put |
Master data
| WKN: |
VD7TMJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.50 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-12 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-91.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
-0.20 |
| Time value: |
0.03 |
| Break-even: |
25.20 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
6.03 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-18.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-67.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.019 |
| 1M High / 1M Low: |
0.094 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
