BVT Put 175 BIIB 17.01.2025/  DE000VC64TT3  /

EUWAX
1/10/2025  8:24:13 AM Chg.+0.06 Bid1:30:14 PM Ask1:30:14 PM Underlying Strike price Expiration date Option type
2.49EUR +2.47% 2.46
Bid Size: 18,000
2.54
Ask Size: 18,000
Biogen Inc 175.00 USD 1/17/2025 Put
 

Master data

WKN: VC64TT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Biogen Inc
Type: Warrant
Option type: Put
Strike price: 175.00 USD
Maturity: 1/17/2025
Issue date: 11/4/2024
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.67
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 2.36
Implied volatility: 1.15
Historic volatility: 0.24
Parity: 2.36
Time value: 0.22
Break-even: 144.16
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 1.21
Spread abs.: 0.08
Spread %: 3.20%
Delta: -0.80
Theta: -0.45
Omega: -4.57
Rho: -0.03
 

Quote data

Open: 2.49
High: 2.49
Low: 2.49
Previous Close: 2.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.63%
1 Month  
+27.04%
3 Months     -
YTD  
+5.51%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.45 2.15
1M High / 1M Low: 2.78 1.89
6M High / 6M Low: - -
High (YTD): 1/3/2025 2.45
Low (YTD): 1/7/2025 2.15
52W High: - -
52W Low: - -
Avg. price 1W:   2.28
Avg. volume 1W:   0.00
Avg. price 1M:   2.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -