BVT Call 145 BIIB 16.01.2026
/ DE000VG08961
BVT Call 145 BIIB 16.01.2026/ DE000VG08961 /
| 1/24/2025 7:56:56 PM |
Chg.+0.150 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+5.28% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
145.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
VG0896 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/18/2024 |
| Last trading day: |
1/16/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
3.00 |
| Break-even: |
169.26 |
| Moneyness: |
1.01 |
| Premium: |
0.22 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
2.82 |
| Rho: |
0.55 |
Quote data
| Open: |
2.860 |
| High: |
2.990 |
| Low: |
2.860 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.03% |
| 1 Month |
|
|
-23.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.990 |
2.750 |
| 1M High / 1M Low: |
4.060 |
2.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
4.060 |
| Low (YTD): |
1/20/2025 |
2.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |