BVT Put 175 IDP 21.03.2025
/ DE000VD3N404
BVT Put 175 IDP 21.03.2025/ DE000VD3N404 /
| 2024-11-12 8:00:54 PM |
Chg.+0.140 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
+9.93% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
175.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3N40 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
1.37 |
| Time value: |
0.05 |
| Break-even: |
160.80 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-8.41 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.420 |
| High: |
1.550 |
| Low: |
1.400 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.67% |
| 1 Month |
|
|
+39.64% |
| 3 Months |
|
|
+38.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.320 |
| 1M High / 1M Low: |
1.470 |
1.030 |
| 6M High / 6M Low: |
1.470 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.57% |
| Volatility 6M: |
|
127.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
