BVT Put 210 IDP 21.03.2025
/ DE000VD3RW39
BVT Put 210 IDP 21.03.2025/ DE000VD3RW39 /
| 2024-05-31 7:55:15 PM |
Chg.-0.170 |
Bid9:56:49 PM |
Ask9:56:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
-8.90% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
210.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD3RW3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.68 |
| Time value: |
1.22 |
| Break-even: |
191.00 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-4.90 |
| Rho: |
-0.90 |
Quote data
| Open: |
1.880 |
| High: |
1.880 |
| Low: |
1.740 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-11.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.740 |
| 1M High / 1M Low: |
2.090 |
1.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
