BVT Put 145 IDP 20.12.2024
/ DE000VD4A7T5
BVT Put 145 IDP 20.12.2024/ DE000VD4A7T5 /
| 2024-11-19 2:02:24 PM |
Chg.-0.030 |
Bid4:07:40 PM |
Ask4:07:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-9.68% |
0.300
Bid Size: 86,000 |
0.320
Ask Size: 86,000 |
BIOGEN INC. DL -,000... |
145.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD4A7T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.41 |
| Time value: |
0.30 |
| Break-even: |
142.00 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
-0.34 |
| Theta: |
-0.07 |
| Omega: |
-17.05 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+169.23% |
| 1 Month |
|
|
+108.96% |
| 3 Months |
|
|
+194.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.091 |
| 1M High / 1M Low: |
0.310 |
0.083 |
| 6M High / 6M Low: |
0.310 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
606.65% |
| Volatility 6M: |
|
436.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
