BVT Call 170 BIIB 21.03.2025/  DE000VC8A997  /

Frankfurt Zert./VONT
24/01/2025  19:54:39 Chg.+0.050 Bid21:55:04 Ask21:55:04 Underlying Strike price Expiration date Option type
0.300EUR +20.00% -
Bid Size: -
-
Ask Size: -
Biogen Inc 170.00 USD 21/03/2025 Call
 

Master data

WKN: VC8A99
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Biogen Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/03/2025
Issue date: 13/11/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.24
Parity: -2.27
Time value: 0.33
Break-even: 165.29
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 2.11
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.24
Theta: -0.07
Omega: 10.11
Rho: 0.05
 

Quote data

Open: 0.260
High: 0.300
Low: 0.260
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month
  -57.75%
3 Months     -
YTD
  -53.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.710 0.230
6M High / 6M Low: - -
High (YTD): 07/01/2025 0.710
Low (YTD): 21/01/2025 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -