Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

VectivBio Holding AG (VECT) had 30-Day Historical Volatility (Close-to-Close) of 0.1597 for 2023-07-07.

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90-Day 120-Day 150-Day 180-Day

Figures for 2023-07-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1597
Historical Volatility (Parkinson)	0.1156
Implied Volatility (Calls)	0.3878
Implied Volatility (Puts)	1.2178
Implied Volatility (Mean)	0.8028
Put-Call Implied Volatility Ratio	3.1407
Implied Volatility Skew	0.0680
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1875
Forward Price	15.41
Call Breakeven Price	17.52
Put Breakeven Price	13.56
Option Breakeven Price	14.48