BVT Put 160 BIIB 20.06.2025
/ DE000VC3Q7N3
BVT Put 160 BIIB 20.06.2025/ DE000VC3Q7N3 /
| 1/24/2025 8:42:15 AM |
Chg.-0.08 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-3.38% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
160.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VC3Q7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
9/11/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.31 |
| Time value: |
0.85 |
| Break-even: |
130.86 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
-0.57 |
| Theta: |
-0.04 |
| Omega: |
-3.66 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.40% |
| 1 Month |
|
|
-7.29% |
| 3 Months |
|
|
+84.68% |
| YTD |
|
|
+13.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.29 |
| 1M High / 1M Low: |
2.53 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
2.53 |
| Low (YTD): |
1/7/2025 |
1.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |