BVT Call 160 BIIB 20.06.2025
/ DE000VC8R1K6
BVT Call 160 BIIB 20.06.2025/ DE000VC8R1K6 /
| 1/24/2025 8:24:48 AM |
Chg.-0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-1.04% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
160.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC8R1K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/19/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-1.31 |
| Time value: |
1.10 |
| Break-even: |
163.46 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
5.61 |
| Rho: |
0.20 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.15% |
| 1 Month |
|
|
-38.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.880 |
| 1M High / 1M Low: |
1.710 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.710 |
| Low (YTD): |
1/21/2025 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |