BVT Put 26.5 BAYN 19.07.2024
/ DE000VD58J69
BVT Put 26.5 BAYN 19.07.2024/ DE000VD58J69 /
| 09/07/2024 08:41:26 |
Chg.0.000 |
Bid11:23:37 |
Ask11:23:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
0.00% |
0.090
Bid Size: 250,000 |
0.100
Ask Size: 250,000 |
BAYER AG NA O.N. |
26.50 EUR |
19/07/2024 |
Put |
Master data
| WKN: |
VD58J6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.50 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
0.04 |
| Time value: |
0.04 |
| Break-even: |
25.69 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
-0.60 |
| Theta: |
-0.03 |
| Omega: |
-19.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.25% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.068 |
| 1M High / 1M Low: |
0.134 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
645.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
