BVT Put 165 IDP 21.03.2025
/ DE000VD3N4Z5
BVT Put 165 IDP 21.03.2025/ DE000VD3N4Z5 /
| 2024-11-12 7:42:27 PM |
Chg.+0.110 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+10.89% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
165.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3N4Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.37 |
| Time value: |
0.65 |
| Break-even: |
154.80 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-7.97 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.010 |
| High: |
1.120 |
| Low: |
1.000 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+34.94% |
| 3 Months |
|
|
+30.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.960 |
| 1M High / 1M Low: |
1.120 |
0.770 |
| 6M High / 6M Low: |
1.120 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.22% |
| Volatility 6M: |
|
154.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
