BVT Put 170 IDP 20.09.2024
/ DE000VD4A7M0
BVT Put 170 IDP 20.09.2024/ DE000VD4A7M0 /
| 6/12/2024 8:44:24 AM |
Chg.+0.011 |
Bid9:57:36 PM |
Ask9:57:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
+8.33% |
0.111
Bid Size: 58,000 |
0.133
Ask Size: 58,000 |
BIOGEN INC. DL -,000... |
170.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD4A7M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-126.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-4.02 |
| Time value: |
0.17 |
| Break-even: |
168.34 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
15.28% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-11.33 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.143 |
| High: |
0.143 |
| Low: |
0.143 |
| Previous Close: |
0.132 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.85% |
| 1 Month |
|
|
-16.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.113 |
| 1M High / 1M Low: |
0.290 |
0.113 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
