BVT Put 155 IDP 20.12.2024
/ DE000VD3N495
BVT Put 155 IDP 20.12.2024/ DE000VD3N495 /
| 9/13/2024 1:53:42 PM |
Chg.-0.014 |
Bid4:40:43 PM |
Ask4:40:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.178EUR |
-7.29% |
0.189
Bid Size: 74,000 |
0.207
Ask Size: 74,000 |
BIOGEN INC. DL -,000... |
155.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3N49 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-90.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-2.36 |
| Time value: |
0.20 |
| Break-even: |
153.02 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
-0.14 |
| Theta: |
-0.03 |
| Omega: |
-12.41 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.177 |
| High: |
0.178 |
| Low: |
0.177 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-36.43% |
| 3 Months |
|
|
+60.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.180 |
| 1M High / 1M Low: |
0.280 |
0.141 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.189 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
