BVT Put 150 BIIB 19.09.2025
/ DE000VC5CX35
BVT Put 150 BIIB 19.09.2025/ DE000VC5CX35 /
| 1/10/2025 8:55:24 AM |
Chg.+0.01 |
Bid6:37:40 PM |
Ask6:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+0.53% |
2.04
Bid Size: 88,000 |
2.06
Ask Size: 88,000 |
Biogen Inc |
150.00 USD |
9/19/2025 |
Put |
Master data
| WKN: |
VC5CX3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
10/7/2024 |
| Last trading day: |
9/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-0.07 |
| Time value: |
1.94 |
| Break-even: |
126.28 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.57% |
| Delta: |
-0.40 |
| Theta: |
-0.04 |
| Omega: |
-3.02 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.47% |
| 1 Month |
|
|
-2.06% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
-9.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.85 |
| 1M High / 1M Low: |
2.34 |
1.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
2.01 |
| Low (YTD): |
1/7/2025 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |