BVT Put 160 IDP 20.12.2024
/ DE000VD4A7R9
BVT Put 160 IDP 20.12.2024/ DE000VD4A7R9 /
03/09/2024 10:23:44 |
Chg.+0.002 |
Bid13:04:12 |
Ask13:04:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+1.01% |
0.203 Bid Size: 17,000 |
0.222 Ask Size: 17,000 |
BIOGEN INC. DL -,000... |
160.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD4A7R |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BIOGEN INC. DL -,0005 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 - |
Maturity: |
20/12/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-85.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
-2.50 |
Time value: |
0.22 |
Break-even: |
157.83 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.02 |
Spread %: |
9.60% |
Delta: |
-0.14 |
Theta: |
-0.03 |
Omega: |
-11.85 |
Rho: |
-0.08 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.198 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.21% |
1 Month |
|
|
-47.37% |
3 Months |
|
|
-31.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.211 |
0.186 |
1M High / 1M Low: |
0.520 |
0.186 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.201 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.304 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |