BVT Put 230 BIIB 21.06.2024
/ DE000VU9CSS9
BVT Put 230 BIIB 21.06.2024/ DE000VU9CSS9 /
| 2024-06-06 7:42:50 PM |
Chg.-0.002 |
Bid8:29:40 PM |
Ask8:29:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-4.76% |
0.041
Bid Size: 250,000 |
0.051
Ask Size: 250,000 |
Biogen Inc |
230.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CSS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-0.06 |
| Time value: |
0.06 |
| Break-even: |
206.01 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
-0.36 |
| Theta: |
-0.26 |
| Omega: |
-14.24 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.045 |
| High: |
0.057 |
| Low: |
0.040 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.47% |
| 1 Month |
|
|
-65.22% |
| 3 Months |
|
|
-77.65% |
| YTD |
|
|
-59.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.131 |
0.042 |
| 1M High / 1M Low: |
0.148 |
0.042 |
| 6M High / 6M Low: |
0.380 |
0.042 |
| High (YTD): |
2024-04-18 |
0.380 |
| Low (YTD): |
2024-06-05 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.26% |
| Volatility 6M: |
|
212.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
