BVT Put 28 BAYN 16.08.2024
/ DE000VD68D30
BVT Put 28 BAYN 16.08.2024/ DE000VD68D30 /
2024-08-01 10:20:46 AM |
Chg.+0.024 |
Bid11:37:13 AM |
Ask11:37:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.125EUR |
+23.76% |
0.111 Bid Size: 250,000 |
0.121 Ask Size: 250,000 |
BAYER AG NA O.N. |
28.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
VD68D3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-06-04 |
Last trading day: |
2024-08-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.41 |
Historic volatility: |
0.31 |
Parity: |
0.05 |
Time value: |
0.07 |
Break-even: |
26.83 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.01 |
Spread %: |
9.35% |
Delta: |
-0.56 |
Theta: |
-0.03 |
Omega: |
-13.24 |
Rho: |
-0.01 |
Quote data
Open: |
0.125 |
High: |
0.125 |
Low: |
0.125 |
Previous Close: |
0.101 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.84% |
1 Month |
|
|
-42.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.101 |
1M High / 1M Low: |
0.270 |
0.101 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |