BVT Put 200 BIIB 20.06.2025
/ DE000VC3Q7S2
BVT Put 200 BIIB 20.06.2025/ DE000VC3Q7S2 /
| 1/24/2025 8:05:09 PM |
Chg.-0.220 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.360EUR |
-3.94% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
200.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
VC3Q7S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 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: |
-2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.13 |
| Intrinsic value: |
5.13 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
5.13 |
| Time value: |
0.15 |
| Break-even: |
137.77 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-2.15 |
| Rho: |
-0.66 |
Quote data
| Open: |
5.460 |
| High: |
5.460 |
| Low: |
5.360 |
| Previous Close: |
5.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.06% |
| 1 Month |
|
|
+1.13% |
| 3 Months |
|
|
+95.62% |
| YTD |
|
|
+5.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.760 |
5.360 |
| 1M High / 1M Low: |
5.830 |
4.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
5.830 |
| Low (YTD): |
1/7/2025 |
4.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |