BVT Put 165 IDP 20.09.2024
/ DE000VD3N5B3
BVT Put 165 IDP 20.09.2024/ DE000VD3N5B3 /
| 2024-07-29 8:30:41 AM |
Chg.+0.078 |
Bid9:55:58 AM |
Ask9:55:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.163EUR |
+91.76% |
0.166
Bid Size: 16,000 |
0.186
Ask Size: 16,000 |
BIOGEN INC. DL -,000... |
165.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD3N5B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-104.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-2.96 |
| Time value: |
0.19 |
| Break-even: |
163.13 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.02 |
| Spread %: |
11.98% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-12.36 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.163 |
| High: |
0.163 |
| Low: |
0.163 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.53% |
| 1 Month |
|
|
+805.56% |
| 3 Months |
|
|
-37.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.039 |
| 1M High / 1M Low: |
0.142 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16,689.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
