BVT Put 170 BIIB 20.06.2025
/ DE000VC3Q7P8
BVT Put 170 BIIB 20.06.2025/ DE000VC3Q7P8 /
| 1/24/2025 8:04:49 PM |
Chg.-0.160 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
-5.19% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
170.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VC3Q7P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 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: |
-4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
2.27 |
| Time value: |
0.59 |
| Break-even: |
133.39 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
-0.65 |
| Theta: |
-0.04 |
| Omega: |
-3.16 |
| Rho: |
-0.48 |
Quote data
| Open: |
2.990 |
| High: |
2.990 |
| Low: |
2.920 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-3.63% |
| 3 Months |
|
|
+94.67% |
| YTD |
|
|
+6.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.920 |
| 1M High / 1M Low: |
3.290 |
2.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/16/2025 |
3.290 |
| Low (YTD): |
1/7/2025 |
2.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |