BVT Put 24 BAYN 17.05.2024
/ DE000VD1C1Q5
BVT Put 24 BAYN 17.05.2024/ DE000VD1C1Q5 /
| 2024-05-02 1:51:42 PM |
Chg.-0.004 |
Bid1:51:42 PM |
Ask1:51:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-44.44% |
0.005
Bid Size: 250,000 |
0.020
Ask Size: 250,000 |
BAYER AG NA O.N. |
24.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1C1Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-136.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
-0.34 |
| Time value: |
0.02 |
| Break-even: |
23.80 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
18.48 |
| Spread abs.: |
0.01 |
| Spread %: |
122.22% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-16.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-72.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.007 |
| 1M High / 1M Low: |
0.037 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
