BVT Call 175 BIIB 20.06.2025
/ DE000VC64UG8
BVT Call 175 BIIB 20.06.2025/ DE000VC64UG8 /
| 10/01/2025 08:24:20 |
Chg.-0.020 |
Bid19:04:11 |
Ask19:04:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-2.08% |
0.940
Bid Size: 88,000 |
0.960
Ask Size: 88,000 |
Biogen Inc |
175.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VC64UG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
04/11/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
-2.36 |
| Time value: |
0.97 |
| Break-even: |
179.66 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
3.19% |
| Delta: |
0.38 |
| Theta: |
-0.05 |
| Omega: |
5.69 |
| Rho: |
0.20 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.93% |
| 1 Month |
|
|
-36.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
-15.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.960 |
| 1M High / 1M Low: |
1.630 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
1.240 |
| Low (YTD): |
09/01/2025 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |