BVT Put 26 BAYN/ DE000VD68DH1 /
| 2024-08-16 7:45:42 PM | Chg.-0.008 | Bid7:45:42 PM | Ask7:45:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.001EUR | -88.89% | - 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: | -64.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.32 |
| Parity: | 0.02 |
| Time value: | 0.02 |
| Break-even: | 25.60 |
| Moneyness: | 1.01 |
| Premium: | 0.01 |
| Premium p.a.: | 26.25 |
| Spread abs.: | 0.01 |
| Spread %: | 33.33% |
| Delta: | -0.58 |
| Theta: | -0.15 |
| Omega: | -37.22 |
| Rho: | 0.00 |
Quote data
| Open: | 0.002 |
|---|---|
| High: | 0.002 |
| Low: | 0.001 |
| Previous Close: | 0.009 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -97.78% | ||
|---|---|---|---|
| 1 Month | -98.75% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.045 | 0.009 |
|---|---|---|
| 1M High / 1M Low: | 0.084 | 0.009 |
| 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: | 0.045 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 535.25% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
