BVT Put 200 BIIB 17.01.2025
/ DE000VC30154
BVT Put 200 BIIB 17.01.2025/ DE000VC30154 /
| 10/01/2025 10:33:02 |
Chg.-0.010 |
Bid13:30:13 |
Ask13:30:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-0.20% |
4.880
Bid Size: 18,000 |
4.960
Ask Size: 18,000 |
Biogen Inc |
200.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VC3015 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/09/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.78 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.24 |
| Parity: |
4.78 |
| Time value: |
0.22 |
| Break-even: |
144.24 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.08 |
| Spread %: |
1.63% |
| Delta: |
-0.86 |
| Theta: |
-0.54 |
| Omega: |
-2.51 |
| Rho: |
-0.03 |
Quote data
| Open: |
4.910 |
| High: |
4.910 |
| Low: |
4.910 |
| Previous Close: |
4.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.82% |
| 1 Month |
|
|
+20.05% |
| 3 Months |
|
|
+157.07% |
| YTD |
|
|
+4.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.920 |
4.480 |
| 1M High / 1M Low: |
5.140 |
4.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
4.920 |
| Low (YTD): |
07/01/2025 |
4.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |