BVT Put 29 BAYN 17.05.2024
/ DE000VD1C1G6
BVT Put 29 BAYN 17.05.2024/ DE000VD1C1G6 /
| 2024-04-30 8:02:51 PM |
Chg.+0.018 |
Bid9:58:54 PM |
Ask9:58:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.195EUR |
+10.17% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
29.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD1C1G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.17 |
| Time value: |
0.04 |
| Break-even: |
26.98 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
5.21% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-9.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.175 |
| High: |
0.195 |
| Low: |
0.171 |
| Previous Close: |
0.177 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.47% |
| 1 Month |
|
|
+18.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.176 |
| 1M High / 1M Low: |
0.310 |
0.127 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
