BVT Put 160 BIIB 19.09.2025
/ DE000VC5CX43
BVT Put 160 BIIB 19.09.2025/ DE000VC5CX43 /
| 1/24/2025 8:05:09 PM |
Chg.-0.160 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
-5.97% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
160.00 USD |
9/19/2025 |
Put |
Master data
| WKN: |
VC5CX4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
10/7/2024 |
| Last trading day: |
9/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.31 |
| Time value: |
1.16 |
| Break-even: |
127.76 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-2.94 |
| Rho: |
-0.63 |
Quote data
| Open: |
2.580 |
| High: |
2.580 |
| Low: |
2.520 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-7.35% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
-1.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.520 |
| 1M High / 1M Low: |
2.880 |
2.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
2.880 |
| Low (YTD): |
1/7/2025 |
2.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |