BVT Put 155 IDP 20.06.2025/  DE000VC0NKB0  /

Frankfurt Zert./VONT
1/24/2025  7:54:21 PM Chg.-0.140 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.880EUR -6.93% -
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: 1.940
High: 1.940
Low: 1.880
Previous Close: 2.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.76%
1 Month
  -11.32%
3 Months  
+75.70%
YTD  
+6.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.140 1.880
1M High / 1M Low: 2.180 1.610
6M High / 6M Low: 2.200 0.700
High (YTD): 1/17/2025 2.180
Low (YTD): 1/7/2025 1.610
52W High: - -
52W Low: - -
Avg. price 1W:   2.028
Avg. volume 1W:   0.000
Avg. price 1M:   1.908
Avg. volume 1M:   0.000
Avg. price 6M:   1.300
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.16%
Volatility 6M:   137.79%
Volatility 1Y:   -
Volatility 3Y:   -