BVT Put 26 BAYN 16.08.2024
/ DE000VD68DH1
BVT Put 26 BAYN 16.08.2024/ DE000VD68DH1 /
| 2024-07-09 7:41:42 PM |
Chg.+0.028 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+30.43% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
26.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
VD68DH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-0.01 |
| Time value: |
0.10 |
| Break-even: |
24.97 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
10.75% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-11.55 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.107 |
| High: |
0.120 |
| Low: |
0.107 |
| Previous Close: |
0.092 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.15% |
| 1 Month |
|
|
+122.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.107 |
0.092 |
| 1M High / 1M Low: |
0.130 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
