BVT Call 170 BIIB 21.03.2025
/ DE000VC8A997
BVT Call 170 BIIB 21.03.2025/ DE000VC8A997 /
| 1/10/2025 10:22:58 AM |
Chg.0.000 |
Bid12:06:15 PM |
Ask12:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
0.00% |
0.540
Bid Size: 22,000 |
0.670
Ask Size: 2,200 |
Biogen Inc |
170.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC8A99 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
-1.87 |
| Time value: |
0.65 |
| Break-even: |
171.60 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.12 |
| Spread %: |
22.64% |
| Delta: |
0.34 |
| Theta: |
-0.09 |
| Omega: |
7.67 |
| Rho: |
0.08 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.06% |
| 1 Month |
|
|
-49.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.530 |
| 1M High / 1M Low: |
1.050 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.710 |
| Low (YTD): |
1/9/2025 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |