BVT Put 140 IDP 17.01.2025
/ DE000VD4PNA2
BVT Put 140 IDP 17.01.2025/ DE000VD4PNA2 /
03/09/2024 08:15:27 |
Chg.-0.001 |
Bid11:12:26 |
Ask11:12:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.102EUR |
-0.97% |
0.105 Bid Size: 17,000 |
0.124 Ask Size: 17,000 |
BIOGEN INC. DL -,000... |
140.00 - |
17/01/2025 |
Put |
Master data
WKN: |
VD4PNA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BIOGEN INC. DL -,0005 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 - |
Maturity: |
17/01/2025 |
Issue date: |
23/04/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-154.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-4.50 |
Time value: |
0.12 |
Break-even: |
138.80 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.02 |
Spread %: |
18.81% |
Delta: |
-0.07 |
Theta: |
-0.02 |
Omega: |
-10.12 |
Rho: |
-0.05 |
Quote data
Open: |
0.102 |
High: |
0.102 |
Low: |
0.102 |
Previous Close: |
0.103 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.53% |
1 Month |
|
|
-29.66% |
3 Months |
|
|
-17.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.114 |
0.085 |
1M High / 1M Low: |
0.330 |
0.085 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.169 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
295.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |