BVT Put 155 IDP 21.03.2025/  DE000VD3N420  /

EUWAX
1/10/2025  8:33:44 AM Chg.+0.03 Bid12:58:42 PM Ask12:58:42 PM Underlying Strike price Expiration date Option type
1.31EUR +2.34% 1.30
Bid Size: 22,000
1.46
Ask Size: 2,200
BIOGEN INC. DL -,000... 155.00 - 3/21/2025 Put
 

Master data

WKN: VD3N42
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: BIOGEN INC. DL -,0005
Type: Warrant
Option type: Put
Strike price: 155.00 -
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.10
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.86
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.86
Time value: 0.59
Break-even: 140.50
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.14
Spread %: 10.69%
Delta: -0.59
Theta: -0.06
Omega: -5.92
Rho: -0.19
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.24%
1 Month  
+8.26%
3 Months  
+89.86%
YTD  
+2.34%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.34 1.11
1M High / 1M Low: 1.65 1.11
6M High / 6M Low: 1.65 0.22
High (YTD): 1/3/2025 1.34
Low (YTD): 1/7/2025 1.11
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.06%
Volatility 6M:   161.84%
Volatility 1Y:   -
Volatility 3Y:   -