BVT Put 150 IDP 20.12.2024
/ DE000VD4A7W9
BVT Put 150 IDP 20.12.2024/ DE000VD4A7W9 /
| 15/10/2024 08:42:03 |
Chg.-0.033 |
Bid09:45:13 |
Ask09:45:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.167EUR |
-16.50% |
0.165
Bid Size: 18,000 |
0.183
Ask Size: 18,000 |
BIOGEN INC. DL -,000... |
150.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4A7W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-94.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-2.56 |
| Time value: |
0.19 |
| Break-even: |
148.15 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.02 |
| Spread %: |
10.78% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-12.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.167 |
| High: |
0.167 |
| Low: |
0.167 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.41% |
| 1 Month |
|
|
+23.70% |
| 3 Months |
|
|
+317.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.183 |
| 1M High / 1M Low: |
0.290 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| 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: |
|
365.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
