BVT Put 150 IDP 21.03.2025
/ DE000VD4A7X7
BVT Put 150 IDP 21.03.2025/ DE000VD4A7X7 /
| 2024-06-06 4:50:53 PM |
Chg.+0.070 |
Bid5:12:14 PM |
Ask5:12:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+23.33% |
0.290
Bid Size: 58,000 |
0.320
Ask Size: 58,000 |
BIOGEN INC. DL -,000... |
150.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD4A7X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-6.77 |
| Time value: |
0.35 |
| Break-even: |
146.50 |
| Moneyness: |
0.69 |
| Premium: |
0.33 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-5.50 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.320 |
| High: |
0.370 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-22.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.300 |
| 1M High / 1M Low: |
0.570 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
