BVT Call 230 BIIB 21.06.2024
/ DE000VM49MB6
BVT Call 230 BIIB 21.06.2024/ DE000VM49MB6 /
| 2024-06-06 8:04:07 PM |
Chg.-0.320 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-28.83% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM49MB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.62 |
| Time value: |
0.55 |
| Break-even: |
223.21 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
2.63% |
| Delta: |
0.64 |
| Theta: |
-0.27 |
| Omega: |
11.98 |
| Rho: |
0.05 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
0.780 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.72% |
| 1 Month |
|
|
+25.40% |
| 3 Months |
|
|
-26.17% |
| YTD |
|
|
-81.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.430 |
| 1M High / 1M Low: |
1.270 |
0.290 |
| 6M High / 6M Low: |
4.800 |
0.270 |
| High (YTD): |
2024-01-02 |
4.800 |
| Low (YTD): |
2024-04-18 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.783 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.46% |
| Volatility 6M: |
|
252.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
