BVT Put 200 BIIB 17.01.2025
/ DE000VC30154
BVT Put 200 BIIB 17.01.2025/ DE000VC30154 /
| 09/01/2025 20:09:27 |
Chg.+0.210 |
Bid08:49:50 |
Ask08:49:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
+4.46% |
4.910
Bid Size: 7,000 |
5.060
Ask Size: 7,000 |
Biogen Inc |
200.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VC3015 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/09/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.78 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.24 |
| Parity: |
4.78 |
| Time value: |
0.06 |
| Break-even: |
145.52 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
-0.93 |
| Theta: |
-0.21 |
| Omega: |
-2.81 |
| Rho: |
-0.04 |
Quote data
| Open: |
4.840 |
| High: |
4.920 |
| Low: |
4.840 |
| Previous Close: |
4.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.03% |
| 1 Month |
|
|
+20.29% |
| 3 Months |
|
|
+157.59% |
| YTD |
|
|
+4.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.920 |
4.480 |
| 1M High / 1M Low: |
5.140 |
4.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
4.920 |
| Low (YTD): |
07/01/2025 |
4.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |