BVT Put 175 IDP 21.03.2025
/ DE000VD3N404
BVT Put 175 IDP 21.03.2025/ DE000VD3N404 /
| 26/07/2024 20:00:40 |
Chg.+0.250 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+33.78% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
175.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-1.95 |
| Time value: |
1.02 |
| Break-even: |
164.80 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-5.17 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.820 |
| High: |
1.030 |
| Low: |
0.820 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+70.69% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.680 |
| 1M High / 1M Low: |
0.990 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
