BVT Put 20 BAYN 21.02.2025
/ DE000VC923Q1
BVT Put 20 BAYN 21.02.2025/ DE000VC923Q1 /
| 1/10/2025 10:13:58 AM |
Chg.-0.004 |
Bid12:32:04 PM |
Ask12:32:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-4.17% |
0.074
Bid Size: 250,000 |
0.084
Ask Size: 250,000 |
BAYER AG NA O.N. |
20.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
VC923Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.33 |
| Parity: |
0.02 |
| Time value: |
0.08 |
| Break-even: |
18.93 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
10.31% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-9.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.75% |
| 1 Month |
|
|
-13.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
-28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.089 |
| 1M High / 1M Low: |
0.173 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.141 |
| Low (YTD): |
1/8/2025 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |