BVT Put 19 BAYN 21.02.2025
/ DE000VC9Z5L4
BVT Put 19 BAYN 21.02.2025/ DE000VC9Z5L4 /
| 1/10/2025 8:13:29 AM |
Chg.-0.004 |
Bid5:53:40 PM |
Ask5:53:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-7.02% |
0.051
Bid Size: 159,000 |
0.061
Ask Size: 159,000 |
BAYER AG NA O.N. |
19.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VC9Z5L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
-0.08 |
| Time value: |
0.06 |
| Break-even: |
18.36 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-10.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.057 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.35% |
| 1 Month |
|
|
-23.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
-38.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.052 |
| 1M High / 1M Low: |
0.114 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.078 |
| Low (YTD): |
1/8/2025 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |