BVT Put 155 IDP 20.12.2024
/ DE000VD3N495
BVT Put 155 IDP 20.12.2024/ DE000VD3N495 /
| 7/11/2024 7:50:59 PM |
Chg.+0.002 |
Bid8:00:15 AM |
Ask8:00:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
+2.50% |
0.064
Bid Size: 10,000 |
0.086
Ask Size: 10,000 |
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: |
-228.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-5.98 |
| Time value: |
0.09 |
| Break-even: |
154.06 |
| Moneyness: |
0.72 |
| Premium: |
0.28 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
30.56% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-10.35 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.075 |
| High: |
0.087 |
| Low: |
0.075 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.36% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-86.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.080 |
| 1M High / 1M Low: |
0.177 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
