BVT Put 150 IDP 20.12.2024
/ DE000VD4A7W9
BVT Put 150 IDP 20.12.2024/ DE000VD4A7W9 /
| 11/19/2024 8:41:58 AM |
Chg.+0.030 |
Bid11:32:55 AM |
Ask11:32:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.400
Bid Size: 22,000 |
0.420
Ask Size: 22,000 |
BIOGEN INC. DL -,000... |
150.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.09 |
| Time value: |
0.33 |
| Break-even: |
145.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
-0.51 |
| Theta: |
-0.06 |
| Omega: |
-18.05 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+182.61% |
| 1 Month |
|
|
+115.47% |
| 3 Months |
|
|
+121.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.138 |
| 1M High / 1M Low: |
0.360 |
0.138 |
| 6M High / 6M Low: |
0.370 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.213 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.27% |
| Volatility 6M: |
|
392.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
