BVT Put 165 IDP 20.06.2025
/ DE000VD9B786
BVT Put 165 IDP 20.06.2025/ DE000VD9B786 /
| 07/10/2024 08:46:30 |
Chg.+0.01 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+0.74% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
165.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
VD9B78 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
05/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.43 |
| Time value: |
1.39 |
| Break-even: |
151.10 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-4.58 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.64% |
| 1 Month |
|
|
+29.25% |
| 3 Months |
|
|
+95.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.01 |
| 1M High / 1M Low: |
1.36 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
