BVT Put 170 BIIB 17.01.2025
/ DE000VM9CYJ6
BVT Put 170 BIIB 17.01.2025/ DE000VM9CYJ6 /
| 2024-09-03 10:36:42 AM |
Chg.0.000 |
Bid11:43:30 AM |
Ask11:43:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.430
Bid Size: 17,000 |
0.460
Ask Size: 17,000 |
Biogen Inc |
170.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VM9CYJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-3.14 |
| Time value: |
0.45 |
| Break-even: |
149.11 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
-0.17 |
| Theta: |
-0.04 |
| Omega: |
-6.99 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.400 |
| 1M High / 1M Low: |
0.860 |
0.400 |
| 6M High / 6M Low: |
1.240 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.71% |
| Volatility 6M: |
|
174.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
