BVT Put 165 IDP 21.03.2025
/ DE000VD3N4Z5
BVT Put 165 IDP 21.03.2025/ DE000VD3N4Z5 /
| 2024-11-08 8:42:05 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+1.04% |
-
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: |
-16.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.35 |
| Time value: |
0.65 |
| Break-even: |
155.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-8.10 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.80% |
| 1 Month |
|
|
+2.11% |
| 3 Months |
|
|
+10.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.940 |
| 1M High / 1M Low: |
1.180 |
0.770 |
| 6M High / 6M Low: |
1.180 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.673 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.13% |
| Volatility 6M: |
|
158.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
