BVT Put 29 BAYN 17.05.2024
/ DE000VD1C1G6
BVT Put 29 BAYN 17.05.2024/ DE000VD1C1G6 /
| 5/16/2024 8:04:52 PM |
Chg.+0.033 |
Bid8:14:28 AM |
Ask8:14:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
+300.00% |
0.032
Bid Size: 90,000 |
0.042
Ask Size: 90,000 |
BAYER AG NA O.N. |
- EUR |
5/17/2024 |
Put |
Master data
| WKN: |
VD1C1G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
- EUR |
| Maturity: |
5/17/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
5/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-122.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.29 |
| Parity: |
-0.03 |
| Time value: |
0.02 |
| Break-even: |
28.76 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
71.43% |
| Delta: |
-0.36 |
| Theta: |
-0.18 |
| Omega: |
-43.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.013 |
| High: |
0.044 |
| Low: |
0.013 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.23% |
| 1 Month |
|
|
-85.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.011 |
| 1M High / 1M Low: |
0.310 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,123.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
