BVT Call 19.5 BAYN 21.02.2025
/ DE000VC9Z570
BVT Call 19.5 BAYN 21.02.2025/ DE000VC9Z570 /
| 1/10/2025 8:13:29 AM |
Chg.+0.001 |
Bid12:05:26 PM |
Ask12:05:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
+0.93% |
0.138
Bid Size: 250,000 |
0.148
Ask Size: 250,000 |
BAYER AG NA O.N. |
19.50 EUR |
2/21/2025 |
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: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
0.03 |
| Time value: |
0.09 |
| Break-even: |
20.66 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
9.43% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
9.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.108 |
| High: |
0.108 |
| Low: |
0.108 |
| Previous Close: |
0.107 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
-41.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
+27.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.073 |
| 1M High / 1M Low: |
0.184 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.110 |
| Low (YTD): |
1/6/2025 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |