BVT Call BIIB/ DE000VD1GZQ7 /
| 2024-05-17 8:04:33 PM | Chg.+0.060 | Bid8:04:33 PM | Ask8:04:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.930EUR | +6.90% | - Bid Size: - |
- Ask Size: - |
Biogen Inc | - USD | 2024-05-17 | Call |
Master data
| WKN: | VD1GZQ |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Biogen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 2024-05-17 |
| Issue date: | 2024-03-05 |
| Last trading day: | 2024-05-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 1.41 |
| Implied volatility: | 0.94 |
| Historic volatility: | 0.21 |
| Parity: | 1.41 |
| Time value: | 0.04 |
| Break-even: | 216.55 |
| Moneyness: | 1.07 |
| Premium: | 0.00 |
| Premium p.a.: | 1.07 |
| Spread abs.: | 0.03 |
| Spread %: | 2.11% |
| Delta: | 0.92 |
| Theta: | -0.83 |
| Omega: | 13.68 |
| Rho: | 0.01 |
Quote data
| Open: | 0.930 |
|---|---|
| High: | 0.930 |
| Low: | 0.930 |
| Previous Close: | 0.870 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +121.43% | ||
|---|---|---|---|
| 1 Month | +257.69% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.490 | 0.420 |
|---|---|---|
| 1M High / 1M Low: | 1.490 | 0.175 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.794 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.424 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 705.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
