BVT Put 18.5 BAYN 21.02.2025
/ DE000VC9Z5T7
BVT Put 18.5 BAYN 21.02.2025/ DE000VC9Z5T7 /
| 1/23/2025 7:45:17 PM |
Chg.-0.003 |
Bid9:46:14 PM |
Ask9:46:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-23.08% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
18.50 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VC9Z5T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.50 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-91.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
-0.25 |
| Time value: |
0.02 |
| Break-even: |
18.27 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
3.62 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-13.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.010 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.38% |
| 1 Month |
|
|
-87.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
-82.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.010 |
| 1M High / 1M Low: |
0.080 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.062 |
| Low (YTD): |
1/21/2025 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |