BVT Put 170 IDP 20.12.2024
/ DE000VD0FG93
BVT Put 170 IDP 20.12.2024/ DE000VD0FG93 /
| 9/13/2024 8:53:20 AM |
Chg.0.000 |
Bid11:02:57 AM |
Ask11:02:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.370
Bid Size: 18,000 |
0.390
Ask Size: 18,000 |
BIOGEN INC. DL -,000... |
170.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD0FG9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-0.86 |
| Time value: |
0.40 |
| Break-even: |
166.00 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
-0.29 |
| Theta: |
-0.03 |
| Omega: |
-12.85 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
+31.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.560 |
0.310 |
| 6M High / 6M Low: |
1.200 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.80% |
| Volatility 6M: |
|
213.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
