BVT Put 220 IDP 21.03.2025
/ DE000VD5AVJ5
BVT Put 220 IDP 21.03.2025/ DE000VD5AVJ5 /
| 2024-11-08 7:54:46 PM |
Chg.+0.160 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.520EUR |
+3.67% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
220.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD5AVJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.85 |
| Intrinsic value: |
5.85 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
5.85 |
| Time value: |
-1.34 |
| Break-even: |
174.90 |
| Moneyness: |
1.36 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.400 |
| High: |
4.520 |
| Low: |
4.380 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.96% |
| 1 Month |
|
|
+28.05% |
| 3 Months |
|
|
+61.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.520 |
4.230 |
| 1M High / 1M Low: |
4.520 |
3.140 |
| 6M High / 6M Low: |
4.520 |
1.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.08% |
| Volatility 6M: |
|
97.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
