BVT Call 180 BIIB 18.07.2025
/ DE000VG1GRV1
BVT Call 180 BIIB 18.07.2025/ DE000VG1GRV1 /
| 1/10/2025 1:46:01 PM |
Chg.+0.010 |
Bid3:38:22 PM |
Ask3:38:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
0.930
Bid Size: 88,000 |
0.950
Ask Size: 88,000 |
Biogen Inc |
180.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
VG1GRV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
14.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-2.84 |
| Time value: |
0.98 |
| Break-even: |
184.61 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.36 |
| Theta: |
-0.05 |
| Omega: |
5.42 |
| Rho: |
0.22 |
Quote data
| Open: |
0.950 |
| High: |
0.960 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.31% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.950 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.220 |
| Low (YTD): |
1/9/2025 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |