BVT Call 190 BIIB 21.03.2025
/ DE000VD4LJS1
BVT Call 190 BIIB 21.03.2025/ DE000VD4LJS1 /
| 1/10/2025 2:04:47 PM |
Chg.0.000 |
Bid3:50:42 PM |
Ask3:50:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.225
Bid Size: 88,000 |
0.340
Ask Size: 8,800 |
Biogen Inc |
190.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD4LJS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
-3.81 |
| Time value: |
0.36 |
| Break-even: |
188.13 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
2.70 |
| Spread abs.: |
0.12 |
| Spread %: |
50.00% |
| Delta: |
0.20 |
| Theta: |
-0.07 |
| Omega: |
8.31 |
| Rho: |
0.05 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-61.90% |
| 3 Months |
|
|
-86.44% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
0.630 |
0.240 |
| 6M High / 6M Low: |
5.730 |
0.240 |
| High (YTD): |
1/3/2025 |
0.320 |
| Low (YTD): |
1/9/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.72% |
| Volatility 6M: |
|
121.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |