BVT Put 195 IDP 21.06.2024
/ DE000VD4A6Y7
BVT Put 195 IDP 21.06.2024/ DE000VD4A6Y7 /
| 2024-05-31 8:43:36 AM |
Chg.-0.084 |
Bid8:58:48 PM |
Ask8:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
-38.01% |
0.096
Bid Size: 60,000 |
0.117
Ask Size: 60,000 |
BIOGEN INC. DL -,000... |
195.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD4A6Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-127.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.82 |
| Time value: |
0.16 |
| Break-even: |
193.41 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.02 |
| Spread %: |
15.22% |
| Delta: |
-0.22 |
| Theta: |
-0.08 |
| Omega: |
-28.53 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.137 |
| High: |
0.137 |
| Low: |
0.137 |
| Previous Close: |
0.221 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.67% |
| 1 Month |
|
|
-51.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.123 |
| 1M High / 1M Low: |
0.290 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
687.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
