BVT Call 220 BIIB 17.01.2025
/ DE000VD0JVT6
BVT Call 220 BIIB 17.01.2025/ DE000VD0JVT6 /
| 2024-10-31 8:16:32 AM |
Chg.-0.170 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-37.78% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
220.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD0JVT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-3.58 |
| Time value: |
0.34 |
| Break-even: |
206.01 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.20 |
| Theta: |
-0.06 |
| Omega: |
9.84 |
| Rho: |
0.06 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-56.25% |
| 3 Months |
|
|
-86.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.640 |
0.350 |
| 6M High / 6M Low: |
3.700 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.88% |
| Volatility 6M: |
|
149.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
