BVT Put 185 IDP 20.06.2025
/ DE000VD9B745
BVT Put 185 IDP 20.06.2025/ DE000VD9B745 /
9/3/2024 10:33:15 AM |
Chg.+0.010 |
Bid12:01:33 PM |
Ask12:01:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
+0.66% |
1.530 Bid Size: 18,000 |
1.590 Ask Size: 18,000 |
BIOGEN INC. DL -,000... |
185.00 - |
6/20/2025 |
Put |
Master data
WKN: |
VD9B74 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BIOGEN INC. DL -,0005 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
185.00 - |
Maturity: |
6/20/2025 |
Issue date: |
7/5/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
0.00 |
Time value: |
1.57 |
Break-even: |
169.30 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
3.97% |
Delta: |
-0.41 |
Theta: |
-0.02 |
Omega: |
-4.78 |
Rho: |
-0.72 |
Quote data
Open: |
1.520 |
High: |
1.520 |
Low: |
1.520 |
Previous Close: |
1.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.540 |
1.440 |
1M High / 1M Low: |
2.070 |
1.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.682 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |