BVT Put 180 IDP 20.09.2024
/ DE000VM4Q875
BVT Put 180 IDP 20.09.2024/ DE000VM4Q875 /
| 2024-05-17 8:58:23 AM |
Chg.+0.014 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+6.80% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
180.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VM4Q87 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-84.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-3.17 |
| Time value: |
0.25 |
| Break-even: |
177.50 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-11.01 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.206 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-79.82% |
| 3 Months |
|
|
-61.40% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.206 |
| 1M High / 1M Low: |
1.210 |
0.206 |
| 6M High / 6M Low: |
1.210 |
0.206 |
| High (YTD): |
2024-04-19 |
1.210 |
| Low (YTD): |
2024-05-16 |
0.206 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.267 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.42% |
| Volatility 6M: |
|
216.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
