BVT Put 145 IDP 21.03.2025
/ DE000VD3N4L5
BVT Put 145 IDP 21.03.2025/ DE000VD3N4L5 /
| 1/24/2025 7:44:31 PM |
Chg.-0.120 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-12.24% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
145.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD3N4L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
0.29 |
| Break-even: |
136.40 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
-0.62 |
| Theta: |
-0.04 |
| Omega: |
-10.05 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.82% |
| 1 Month |
|
|
-23.89% |
| 3 Months |
|
|
+82.98% |
| YTD |
|
|
-2.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.860 |
| 1M High / 1M Low: |
1.290 |
0.720 |
| 6M High / 6M Low: |
1.290 |
0.240 |
| High (YTD): |
1/16/2025 |
1.290 |
| Low (YTD): |
1/7/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.17% |
| Volatility 6M: |
|
183.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |