BVT Put 135 IDP 21.03.2025
/ DE000VD4A6U5
BVT Put 135 IDP 21.03.2025/ DE000VD4A6U5 /
| 1/24/2025 7:44:16 PM |
Chg.-0.080 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
135.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD4A6U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.43 |
| Time value: |
0.52 |
| Break-even: |
129.80 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.37 |
| Theta: |
-0.06 |
| Omega: |
-9.92 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.520 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.39% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
+67.74% |
| YTD |
|
|
-8.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.520 |
| 1M High / 1M Low: |
0.880 |
0.440 |
| 6M High / 6M Low: |
0.880 |
0.148 |
| High (YTD): |
1/16/2025 |
0.880 |
| Low (YTD): |
1/7/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.68% |
| Volatility 6M: |
|
230.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |