BVT Put 155 IDP 20.06.2025
/ DE000VC0NKB0
BVT Put 155 IDP 20.06.2025/ DE000VC0NKB0 /
| 2024-11-08 7:54:41 PM |
Chg.+0.070 |
Bid9:51:00 PM |
Ask9:51:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+6.48% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
155.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VC0NKB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-24 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.65 |
| Time value: |
1.13 |
| Break-even: |
143.70 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
-0.36 |
| Theta: |
-0.03 |
| Omega: |
-5.11 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.060 |
| High: |
1.150 |
| Low: |
1.050 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.54% |
| 1 Month |
|
|
+5.50% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.010 |
| 1M High / 1M Low: |
1.300 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
