BVT Put 175 IDP 20.09.2024
/ DE000VD4A7L2
BVT Put 175 IDP 20.09.2024/ DE000VD4A7L2 /
| 2024-06-07 7:50:25 PM |
Chg.+0.035 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.138EUR |
+33.98% |
-
Bid Size: - |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
175.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD4A7L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-123.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-3.37 |
| Time value: |
0.17 |
| Break-even: |
173.31 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.02 |
| Spread %: |
14.19% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-12.58 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.127 |
| Previous Close: |
0.103 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.84% |
| 1 Month |
|
|
-44.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.103 |
| 1M High / 1M Low: |
0.330 |
0.103 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
