BVT Put 165 IDP 20.06.2025
/ DE000VD9B786
BVT Put 165 IDP 20.06.2025/ DE000VD9B786 /
| 1/10/2025 8:53:10 AM |
Chg.+0.03 |
Bid4:03:33 PM |
Ask4:03:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+1.28% |
2.49
Bid Size: 76,000 |
2.51
Ask Size: 76,000 |
BIOGEN INC. DL -,000... |
165.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
VD9B78 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/5/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.86 |
| Time value: |
0.57 |
| Break-even: |
140.70 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.10% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-3.80 |
| Rho: |
-0.51 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.78% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+0.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.12 |
| 1M High / 1M Low: |
2.86 |
2.12 |
| 6M High / 6M Low: |
2.86 |
0.54 |
| High (YTD): |
1/6/2025 |
2.39 |
| Low (YTD): |
1/7/2025 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
276.26 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.43% |
| Volatility 6M: |
|
123.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |