BVT Put 140 IDP 17.01.2025
/ DE000VD4PNA2
BVT Put 140 IDP 17.01.2025/ DE000VD4PNA2 /
10/7/2024 8:13:51 AM |
Chg.-0.032 |
Bid8:52:51 PM |
Ask8:52:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.181EUR |
-15.02% |
0.208 Bid Size: 76,000 |
0.225 Ask Size: 76,000 |
BIOGEN INC. DL -,000... |
140.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/23/2024 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-84.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-2.93 |
Time value: |
0.20 |
Break-even: |
138.00 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.02 |
Spread %: |
9.29% |
Delta: |
-0.12 |
Theta: |
-0.03 |
Omega: |
-10.18 |
Rho: |
-0.06 |
Quote data
Open: |
0.181 |
High: |
0.181 |
Low: |
0.181 |
Previous Close: |
0.213 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+98.90% |
1 Month |
|
|
+37.12% |
3 Months |
|
|
+48.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.213 |
0.070 |
1M High / 1M Low: |
0.213 |
0.067 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.129 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
470.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |