BVT Put 30 BAYN 17.05.2024
/ DE000VD22720
BVT Put 30 BAYN 17.05.2024/ DE000VD22720 /
| 2024-05-02 8:51:49 AM |
Chg.-0.028 |
Bid3:35:38 PM |
Ask3:35:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.232EUR |
-10.77% |
0.185
Bid Size: 250,000 |
0.195
Ask Size: 250,000 |
BAYER AG NA O.N. |
30.00 EUR |
2024-05-17 |
Put |
Master data
| WKN: |
VD2272 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
0.27 |
| Time value: |
0.03 |
| Break-even: |
27.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-7.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.232 |
| High: |
0.232 |
| Low: |
0.232 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.16% |
| 1 Month |
|
|
-1.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.400 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
