BVT Put 170 BIIB 19.09.2025
/ DE000VC5CYA5
BVT Put 170 BIIB 19.09.2025/ DE000VC5CYA5 /
| 1/10/2025 10:22:56 AM |
Chg.-0.010 |
Bid4:20:02 PM |
Ask4:20:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
-0.33% |
3.220
Bid Size: 75,000 |
3.240
Ask Size: 75,000 |
Biogen Inc |
170.00 USD |
9/19/2025 |
Put |
Master data
| WKN: |
VC5CYA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 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: |
-4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.87 |
| Time value: |
1.23 |
| Break-even: |
134.10 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
1.64% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-2.53 |
| Rho: |
-0.76 |
Quote data
| Open: |
3.040 |
| High: |
3.040 |
| Low: |
3.040 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
+59.16% |
| YTD |
|
|
-3.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.050 |
2.790 |
| 1M High / 1M Low: |
3.540 |
2.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
3.170 |
| Low (YTD): |
1/7/2025 |
2.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |