BVT Call BIIB/ DE000VD2Z6D4 /
| 2024-05-16 9:47:12 AM | Chg.- | Bid10:00:09 AM | Ask10:00:09 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.37EUR | - | 1.84 Bid Size: 8,000 |
2.00 Ask Size: 8,000 |
Biogen Inc | - USD | 2024-05-17 | Call |
Master data
| WKN: | VD2Z6D |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Biogen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 2024-05-17 |
| Issue date: | 2024-03-28 |
| Last trading day: | 2024-05-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.33 |
|---|---|
| Intrinsic value: | 2.33 |
| Implied volatility: | 1.35 |
| Historic volatility: | 0.21 |
| Parity: | 2.33 |
| Time value: | 0.03 |
| Break-even: | 216.47 |
| Moneyness: | 1.12 |
| Premium: | 0.00 |
| Premium p.a.: | 0.79 |
| Spread abs.: | 0.03 |
| Spread %: | 1.29% |
| Delta: | 0.95 |
| Theta: | -0.80 |
| Omega: | 8.70 |
| Rho: | 0.00 |
Quote data
| Open: | 2.37 |
|---|---|
| High: | 2.37 |
| Low: | 2.37 |
| Previous Close: | 1.58 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +86.61% | ||
|---|---|---|---|
| 1 Month | +364.71% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.37 | 1.14 |
|---|---|---|
| 1M High / 1M Low: | 2.37 | 0.37 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.56 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 0.87 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 375.08% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
