BVT Put 155 IDP 20.12.2024
/ DE000VD3N495
BVT Put 155 IDP 20.12.2024/ DE000VD3N495 /
15/10/2024 13:53:41 |
Chg.-0.001 |
Bid15:28:48 |
Ask15:28:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.222EUR |
-0.45% |
0.230 Bid Size: 2,900 |
0.290 Ask Size: 2,900 |
BIOGEN INC. DL -,000... |
155.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
09/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-72.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
-2.06 |
Time value: |
0.24 |
Break-even: |
152.57 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.17 |
Theta: |
-0.05 |
Omega: |
-12.03 |
Rho: |
-0.06 |
Quote data
Open: |
0.216 |
High: |
0.222 |
Low: |
0.216 |
Previous Close: |
0.223 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-36.57% |
1 Month |
|
|
+21.98% |
3 Months |
|
|
+96.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.223 |
1M High / 1M Low: |
0.380 |
0.111 |
6M High / 6M Low: |
0.780 |
0.066 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.285 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.242 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
331.21% |
Volatility 6M: |
|
269.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |