BVT Put 190 BIIB 17.01.2025
/ DE000VM9CYG2
BVT Put 190 BIIB 17.01.2025/ DE000VM9CYG2 /
| 1/9/2025 7:55:00 PM |
Chg.+0.230 |
Bid8:30:47 AM |
Ask8:30:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+6.18% |
3.940
Bid Size: 3,500 |
4.130
Ask Size: 3,500 |
Biogen Inc |
190.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VM9CYG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.24 |
| Parity: |
3.81 |
| Time value: |
0.06 |
| Break-even: |
145.53 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
-0.92 |
| Theta: |
-0.19 |
| Omega: |
-3.48 |
| Rho: |
-0.04 |
Quote data
| Open: |
3.870 |
| High: |
3.950 |
| Low: |
3.870 |
| Previous Close: |
3.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.76% |
| 1 Month |
|
|
+23.44% |
| 3 Months |
|
|
+184.17% |
| YTD |
|
|
+3.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.950 |
3.420 |
| 1M High / 1M Low: |
4.180 |
3.200 |
| 6M High / 6M Low: |
4.180 |
0.500 |
| High (YTD): |
1/9/2025 |
3.950 |
| Low (YTD): |
1/7/2025 |
3.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.63% |
| Volatility 6M: |
|
129.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |