BVT Put 170 IDP 21.03.2025
/ DE000VD4A615
BVT Put 170 IDP 21.03.2025/ DE000VD4A615 /
| 1/10/2025 8:45:56 AM |
Chg.+0.03 |
Bid12:23:31 PM |
Ask12:23:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+1.30% |
2.33
Bid Size: 15,000 |
2.52
Ask Size: 1,500 |
BIOGEN INC. DL -,000... |
170.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD4A61 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
2.36 |
| Time value: |
0.15 |
| Break-even: |
144.90 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.16 |
| Spread %: |
6.81% |
| Delta: |
-0.80 |
| Theta: |
-0.04 |
| Omega: |
-4.65 |
| Rho: |
-0.27 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.43% |
| 1 Month |
|
|
+15.27% |
| 3 Months |
|
|
+112.73% |
| YTD |
|
|
+3.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
2.06 |
| 1M High / 1M Low: |
2.70 |
2.00 |
| 6M High / 6M Low: |
2.70 |
0.39 |
| High (YTD): |
1/3/2025 |
2.35 |
| Low (YTD): |
1/7/2025 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.40% |
| Volatility 6M: |
|
133.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |