BVT Put 160 IDP 20.09.2024
/ DE000VD4A7J6
BVT Put 160 IDP 20.09.2024/ DE000VD4A7J6 /
| 2024-06-06 1:42:59 PM |
Chg.-0.001 |
Bid2:17:31 PM |
Ask2:17:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-1.54% |
0.065
Bid Size: 24,000 |
0.087
Ask Size: 24,000 |
BIOGEN INC. DL -,000... |
160.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD4A7J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-256.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-5.77 |
| Time value: |
0.09 |
| Break-even: |
159.15 |
| Moneyness: |
0.73 |
| Premium: |
0.27 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.02 |
| Spread %: |
34.92% |
| Delta: |
-0.04 |
| Theta: |
-0.02 |
| Omega: |
-11.37 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.063 |
| High: |
0.064 |
| Low: |
0.063 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.62% |
| 1 Month |
|
|
-47.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.065 |
| 1M High / 1M Low: |
0.171 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
