BVT Put 155 IDP 20.06.2025
/ DE000VC0NKB0
BVT Put 155 IDP 20.06.2025/ DE000VC0NKB0 /
| 1/24/2025 8:43:29 AM |
Chg.-0.07 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
155.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
VC0NKB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/24/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.57 |
| Time value: |
0.28 |
| Break-even: |
136.50 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-5.13 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-9.68% |
| 3 Months |
|
|
+78.18% |
| YTD |
|
|
+12.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.96 |
| 1M High / 1M Low: |
2.18 |
1.56 |
| 6M High / 6M Low: |
2.19 |
0.73 |
| High (YTD): |
1/20/2025 |
2.18 |
| Low (YTD): |
1/7/2025 |
1.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.46% |
| Volatility 6M: |
|
132.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |