BVT Put 28 BAYN 16.08.2024
/ DE000VD68D30
BVT Put 28 BAYN 16.08.2024/ DE000VD68D30 /
| 2024-08-01 8:23:55 AM |
Chg.+0.014 |
Bid11:42:15 AM |
Ask11:42:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
+15.05% |
0.109
Bid Size: 250,000 |
0.119
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: |
0.107 |
| High: |
0.107 |
| Low: |
0.107 |
| Previous Close: |
0.093 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.21% |
| 1 Month |
|
|
-42.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.093 |
| 1M High / 1M Low: |
0.280 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
