BVT Put 175 IDP 20.09.2024
/ DE000VD4A7L2
BVT Put 175 IDP 20.09.2024/ DE000VD4A7L2 /
| 13/06/2024 08:43:04 |
Chg.-0.045 |
Bid19:50:21 |
Ask19:50:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
-24.86% |
0.071
Bid Size: 58,000 |
0.093
Ask Size: 58,000 |
BIOGEN INC. DL -,000... |
175.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-128.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-3.83 |
| Time value: |
0.17 |
| Break-even: |
173.34 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.02 |
| Spread %: |
15.28% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-11.93 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.136 |
| High: |
0.136 |
| Low: |
0.136 |
| Previous Close: |
0.181 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.85% |
| 1 Month |
|
|
-49.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.181 |
0.146 |
| 1M High / 1M Low: |
0.360 |
0.146 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
