BVT Put 160 IDP 17.01.2025
/ DE000VD4PNB0
BVT Put 160 IDP 17.01.2025/ DE000VD4PNB0 /
| 11/8/2024 8:05:56 PM |
Chg.+0.010 |
Bid9:51:05 PM |
Ask9:51:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
160.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
VD4PNB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.15 |
| Time value: |
0.49 |
| Break-even: |
155.10 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
-0.42 |
| Theta: |
-0.04 |
| Omega: |
-13.80 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+16.28% |
| 3 Months |
|
|
-3.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.490 |
| 1M High / 1M Low: |
0.620 |
0.350 |
| 6M High / 6M Low: |
0.620 |
0.147 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.18% |
| Volatility 6M: |
|
199.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
