BVT Put 145 IDP 21.03.2025
/ DE000VD3N4L5
BVT Put 145 IDP 21.03.2025/ DE000VD3N4L5 /
| 1/10/2025 8:33:44 AM |
Chg.+0.020 |
Bid12:36:59 PM |
Ask12:36:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+2.38% |
0.840
Bid Size: 22,000 |
0.980
Ask Size: 2,200 |
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: |
-14.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-0.14 |
| Time value: |
0.99 |
| Break-even: |
135.10 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.13 |
| Spread %: |
15.12% |
| Delta: |
-0.43 |
| Theta: |
-0.07 |
| Omega: |
-6.37 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+1.18% |
| 3 Months |
|
|
+75.51% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.720 |
| 1M High / 1M Low: |
1.140 |
0.720 |
| 6M High / 6M Low: |
1.140 |
0.137 |
| High (YTD): |
1/3/2025 |
0.900 |
| Low (YTD): |
1/7/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.91% |
| Volatility 6M: |
|
195.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |