BVT Call 145 BIIB 17.01.2025
/ DE000VG1QV36
BVT Call 145 BIIB 17.01.2025/ DE000VG1QV36 /
| 1/10/2025 10:32:18 AM |
Chg.0.000 |
Bid1:25:22 PM |
Ask1:25:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
0.00% |
0.730
Bid Size: 14,000 |
0.820
Ask Size: 14,000 |
Biogen Inc |
145.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG1QV3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.21 |
| Break-even: |
148.52 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.06 |
| Spread %: |
8.45% |
| Delta: |
0.71 |
| Theta: |
-0.27 |
| Omega: |
13.57 |
| Rho: |
0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.70% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-29.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.710 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.080 |
| Low (YTD): |
1/9/2025 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |