BVT Put 30 BAYN 16.08.2024
/ DE000VD7E5F1
BVT Put 30 BAYN 16.08.2024/ DE000VD7E5F1 /
| 8/1/2024 10:36:08 AM |
Chg.+0.030 |
Bid11:33:02 AM |
Ask11:33:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+11.54% |
0.280
Bid Size: 250,000 |
0.290
Ask Size: 250,000 |
BAYER AG NA O.N. |
30.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
VD7E5F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
6/6/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
0.25 |
| Time value: |
0.03 |
| Break-even: |
27.20 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.78 |
| Theta: |
-0.03 |
| Omega: |
-7.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.460 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
