BVT Put 175 IDP 20.12.2024
/ DE000VD4A7S7
BVT Put 175 IDP 20.12.2024/ DE000VD4A7S7 /
| 7/26/2024 7:44:49 PM |
Chg.+0.170 |
Bid9:55:40 PM |
Ask9:55:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+42.50% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
175.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD4A7S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-1.95 |
| Time value: |
0.61 |
| Break-even: |
168.90 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-7.68 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.450 |
| High: |
0.620 |
| Low: |
0.450 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.73% |
| 1 Month |
|
|
+96.55% |
| 3 Months |
|
|
-22.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.350 |
| 1M High / 1M Low: |
0.570 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
