BVT Call 19.5 BAYN 21.02.2025
/ DE000VC9Z570
BVT Call 19.5 BAYN 21.02.2025/ DE000VC9Z570 /
| 24/01/2025 19:46:48 |
Chg.-0.021 |
Bid21:58:08 |
Ask21:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.168EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
19.50 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
VC9Z57 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
0.14 |
| Time value: |
0.04 |
| Break-even: |
21.31 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
5.85% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
8.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.209 |
| High: |
0.209 |
| Low: |
0.168 |
| Previous Close: |
0.189 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
+124.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.223 |
0.168 |
| 1M High / 1M Low: |
0.223 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
0.223 |
| Low (YTD): |
03/01/2025 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |