BVT Put 28 BAYN 17.05.2024
/ DE000VD1C1L6
BVT Put 28 BAYN 17.05.2024/ DE000VD1C1L6 /
| 2024-05-02 8:54:07 AM |
Chg.-0.019 |
Bid1:56:12 PM |
Ask1:56:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-17.92% |
0.060
Bid Size: 250,000 |
0.070
Ask Size: 250,000 |
BAYER AG NA O.N. |
28.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1C1L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.07 |
| Time value: |
0.06 |
| Break-even: |
26.72 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
8.47% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-12.48 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.73% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.106 |
| 1M High / 1M Low: |
0.226 |
0.079 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
