BVT Put 25.5 BAYN 16.08.2024
/ DE000VD7TMJ0
BVT Put 25.5 BAYN 16.08.2024/ DE000VD7TMJ0 /
2024-08-01 8:41:35 AM |
Chg.+0.003 |
Bid11:05:48 AM |
Ask11:05:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+16.67% |
0.021 Bid Size: 250,000 |
0.031 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: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.018 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.78% |
1 Month |
|
|
-65.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.018 |
1M High / 1M Low: |
0.109 |
0.018 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
440.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |