BVT Put 220 IDP 21.03.2025
/ DE000VD5AVJ5
BVT Put 220 IDP 21.03.2025/ DE000VD5AVJ5 /
| 2024-06-20 8:37:06 AM |
Chg.+0.03 |
Bid2:37:31 PM |
Ask2:37:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+1.51% |
2.00
Bid Size: 24,000 |
2.04
Ask Size: 24,000 |
BIOGEN INC. DL -,000... |
220.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD5AVJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
1.19 |
| Time value: |
0.86 |
| Break-even: |
199.50 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
4.06% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-5.22 |
| Rho: |
-0.96 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.77% |
| 1 Month |
|
|
+1.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.68 |
| 1M High / 1M Low: |
2.52 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
