BVT Put 160 IDP 20.09.2024
/ DE000VD4A7J6
BVT Put 160 IDP 20.09.2024/ DE000VD4A7J6 /
| 6/7/2024 8:44:34 AM |
Chg.+0.022 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+34.92% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
160.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD4A7J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-199.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-5.30 |
| Time value: |
0.11 |
| Break-even: |
158.93 |
| Moneyness: |
0.75 |
| Premium: |
0.25 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.02 |
| Spread %: |
25.88% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-11.00 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.97% |
| 1 Month |
|
|
-24.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.063 |
| 1M High / 1M Low: |
0.189 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
475.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
