BVT Put 165 IDP 21.03.2025
/ DE000VD3N4Z5
BVT Put 165 IDP 21.03.2025/ DE000VD3N4Z5 /
| 10/01/2025 08:33:44 |
Chg.+0.04 |
Bid16:46:20 |
Ask16:46:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+2.07% |
2.13
Bid Size: 64,000 |
2.25
Ask Size: 6,400 |
BIOGEN INC. DL -,000... |
165.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
VD3N4Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
1.86 |
| Time value: |
0.27 |
| Break-even: |
143.70 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.16 |
| Spread %: |
8.12% |
| Delta: |
-0.73 |
| Theta: |
-0.05 |
| Omega: |
-5.03 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.51% |
| 1 Month |
|
|
+14.53% |
| 3 Months |
|
|
+107.37% |
| YTD |
|
|
+3.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.71 |
| 1M High / 1M Low: |
2.34 |
1.70 |
| 6M High / 6M Low: |
2.34 |
0.33 |
| High (YTD): |
03/01/2025 |
1.98 |
| Low (YTD): |
07/01/2025 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.37% |
| Volatility 6M: |
|
141.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |