BVT Put 230 BIIB 21.06.2024
/ DE000VM36A23
BVT Put 230 BIIB 21.06.2024/ DE000VM36A23 /
| 2024-06-06 8:43:43 AM |
Chg.-0.050 |
Bid12:51:53 PM |
Ask12:51:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-8.77% |
0.520
Bid Size: 14,000 |
0.570
Ask Size: 14,000 |
Biogen Inc |
230.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36A2 |
| 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: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-0.62 |
| Time value: |
0.55 |
| Break-even: |
206.01 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
-0.36 |
| Theta: |
-0.26 |
| Omega: |
-14.24 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.41% |
| 1 Month |
|
|
-64.38% |
| 3 Months |
|
|
-71.58% |
| YTD |
|
|
-50.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
0.570 |
| 1M High / 1M Low: |
1.700 |
0.570 |
| 6M High / 6M Low: |
3.870 |
0.570 |
| High (YTD): |
2024-04-19 |
3.870 |
| Low (YTD): |
2024-06-05 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.02% |
| Volatility 6M: |
|
193.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
