BVT Call 160 BIIB 19.09.2025
/ DE000VC8R1G4
BVT Call 160 BIIB 19.09.2025/ DE000VC8R1G4 /
| 1/10/2025 8:23:39 AM |
Chg.-0.04 |
Bid4:04:10 PM |
Ask4:04:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-2.09% |
1.87
Bid Size: 80,000 |
1.89
Ask Size: 80,000 |
Biogen Inc |
160.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
VC8R1G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
11/19/2024 |
| Last trading day: |
9/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
-0.90 |
| Time value: |
1.91 |
| Break-even: |
174.49 |
| Moneyness: |
0.94 |
| Premium: |
0.19 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
2.14% |
| Delta: |
0.53 |
| Theta: |
-0.05 |
| Omega: |
4.07 |
| Rho: |
0.40 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.22% |
| 1 Month |
|
|
-28.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.91 |
| 1M High / 1M Low: |
2.79 |
1.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
2.26 |
| Low (YTD): |
1/9/2025 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |