BVT Call 160 BIIB 18.07.2025
/ DE000VG1GRH0
BVT Call 160 BIIB 18.07.2025/ DE000VG1GRH0 /
| 1/24/2025 8:52:37 AM |
Chg.+0.01 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+0.92% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
160.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
VG1GRH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/19/2024 |
| Last trading day: |
7/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-1.31 |
| Time value: |
1.22 |
| Break-even: |
164.66 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.46 |
| Theta: |
-0.05 |
| Omega: |
5.22 |
| Rho: |
0.25 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.98% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
-36.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
1.00 |
| 1M High / 1M Low: |
1.80 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.78 |
| Low (YTD): |
1/21/2025 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |