BVT Put 175 IDP 20.06.2025
/ DE000VD9B737
BVT Put 175 IDP 20.06.2025/ DE000VD9B737 /
| 2024-11-12 8:48:56 AM |
Chg.+0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+0.54% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
175.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD9B73 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-05 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.37 |
| Time value: |
0.52 |
| Break-even: |
156.10 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.07% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-5.02 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.19% |
| 1 Month |
|
|
+16.15% |
| 3 Months |
|
|
+27.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.77 |
| 1M High / 1M Low: |
2.05 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
