BVT Put 185 IDP 20.09.2024
/ DE000VD4A7N8
BVT Put 185 IDP 20.09.2024/ DE000VD4A7N8 /
| 2024-06-18 10:33:33 AM |
Chg.+0.009 |
Bid12:24:16 PM |
Ask12:24:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.175EUR |
+5.42% |
0.174
Bid Size: 15,000 |
0.196
Ask Size: 15,000 |
BIOGEN INC. DL -,000... |
185.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD4A7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-106.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-2.59 |
| Time value: |
0.20 |
| Break-even: |
183.02 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-14.06 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.175 |
| High: |
0.175 |
| Low: |
0.175 |
| Previous Close: |
0.166 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.69% |
| 1 Month |
|
|
-39.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.132 |
| 1M High / 1M Low: |
0.480 |
0.132 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
