BVT Call 155 BIIB 17.01.2025
/ DE000VC8QY43
BVT Call 155 BIIB 17.01.2025/ DE000VC8QY43 /
| 1/9/2025 7:44:19 PM |
Chg.-0.080 |
Bid8:39:40 AM |
Ask8:39:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-25.00% |
0.240
Bid Size: 14,000 |
0.280
Ask Size: 14,000 |
Biogen Inc |
155.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VC8QY4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/19/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
-0.41 |
| Time value: |
0.29 |
| Break-even: |
153.19 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
7.50 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.38 |
| Theta: |
-0.28 |
| Omega: |
19.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.240 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.46% |
| 1 Month |
|
|
-74.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
-51.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.240 |
| 1M High / 1M Low: |
0.930 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.420 |
| Low (YTD): |
1/9/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |