BVT Put 175 IDP 21.03.2025
/ DE000VD3N404
BVT Put 175 IDP 21.03.2025/ DE000VD3N404 /
| 9/3/2024 2:03:05 PM |
Chg.+0.010 |
Bid2:03:05 PM |
Ask2:03:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+1.20% |
0.840
Bid Size: 28,000 |
0.870
Ask Size: 28,000 |
BIOGEN INC. DL -,000... |
175.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-1.00 |
| Time value: |
0.88 |
| Break-even: |
166.20 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
6.02% |
| Delta: |
-0.32 |
| Theta: |
-0.03 |
| Omega: |
-6.71 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.18% |
| 1 Month |
|
|
-24.32% |
| 3 Months |
|
|
+13.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.790 |
| 1M High / 1M Low: |
1.330 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
