BVT Put 155 IDP 20.12.2024
/ DE000VD3N495
BVT Put 155 IDP 20.12.2024/ DE000VD3N495 /
| 9/18/2024 8:33:29 AM |
Chg.+0.016 |
Bid3:51:27 PM |
Ask3:51:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
+11.35% |
0.173
Bid Size: 72,000 |
0.191
Ask Size: 72,000 |
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: |
-100.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-2.32 |
| Time value: |
0.18 |
| Break-even: |
153.23 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
11.32% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-13.23 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.157 |
| High: |
0.157 |
| Low: |
0.157 |
| Previous Close: |
0.141 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.25% |
| 1 Month |
|
|
-34.58% |
| 3 Months |
|
|
+6.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.141 |
| 1M High / 1M Low: |
0.226 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
