BVT Put 200 BIIB 21.03.2025
/ DE000VC3Q7V6
BVT Put 200 BIIB 21.03.2025/ DE000VC3Q7V6 /
| 1/10/2025 10:36:49 AM |
Chg.-0.010 |
Bid1:15:18 PM |
Ask1:15:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.930EUR |
-0.20% |
4.920
Bid Size: 1,200 |
5.130
Ask Size: 120 |
Biogen Inc |
200.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC3Q7V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/11/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.78 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.24 |
| Parity: |
4.78 |
| Time value: |
0.34 |
| Break-even: |
143.04 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.18 |
| Spread %: |
3.64% |
| Delta: |
-0.79 |
| Theta: |
-0.07 |
| Omega: |
-2.26 |
| Rho: |
-0.32 |
Quote data
| Open: |
4.930 |
| High: |
4.930 |
| Low: |
4.930 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.45% |
| 1 Month |
|
|
+13.59% |
| 3 Months |
|
|
+122.07% |
| YTD |
|
|
+2.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.940 |
4.540 |
| 1M High / 1M Low: |
5.230 |
4.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
4.940 |
| Low (YTD): |
1/7/2025 |
4.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |