BVT Put 210 IDP 19.07.2024
/ DE000VD5JSL8
BVT Put 210 IDP 19.07.2024/ DE000VD5JSL8 /
| 6/20/2024 1:54:44 PM |
Chg.+0.010 |
Bid3:01:06 PM |
Ask3:01:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
0.360
Bid Size: 24,000 |
0.390
Ask Size: 24,000 |
BIOGEN INC. DL -,000... |
210.00 - |
7/19/2024 |
Put |
Master data
| WKN: |
VD5JSL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
0.19 |
| Time value: |
0.18 |
| Break-even: |
206.30 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
12.12% |
| Delta: |
-0.56 |
| Theta: |
-0.04 |
| Omega: |
-31.57 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.62% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.213 |
| 1M High / 1M Low: |
0.810 |
0.213 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.253 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
