BVT Put 190 IDP 20.09.2024
/ DE000VD4A7K4
BVT Put 190 IDP 20.09.2024/ DE000VD4A7K4 /
| 29/07/2024 10:33:58 |
Chg.+0.040 |
Bid12:19:45 |
Ask12:19:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+7.02% |
0.610
Bid Size: 16,000 |
0.640
Ask Size: 16,000 |
BIOGEN INC. DL -,000... |
190.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VD4A7K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.46 |
| Time value: |
0.63 |
| Break-even: |
183.70 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
-0.38 |
| Theta: |
-0.07 |
| Omega: |
-11.69 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.77% |
| 1 Month |
|
|
+226.20% |
| 3 Months |
|
|
+10.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.300 |
| 1M High / 1M Low: |
0.570 |
0.136 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
