BVT Call 21 BAYN 21.02.2025
/ DE000VC9Z562
BVT Call 21 BAYN 21.02.2025/ DE000VC9Z562 /
| 10/01/2025 08:13:29 |
Chg.0.000 |
Bid15:58:15 |
Ask15:58:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
0.00% |
0.065
Bid Size: 250,000 |
0.075
Ask Size: 250,000 |
BAYER AG NA O.N. |
21.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
VC9Z56 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-0.12 |
| Time value: |
0.05 |
| Break-even: |
21.53 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
23.26% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
12.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
-57.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
+25.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.027 |
| 1M High / 1M Low: |
0.104 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
0.045 |
| Low (YTD): |
06/01/2025 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |