BVT Put 240 BIIB 21.06.2024
/ DE000VM36AV6
BVT Put 240 BIIB 21.06.2024/ DE000VM36AV6 /
| 2024-06-06 7:41:42 PM |
Chg.+0.070 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+8.24% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36AV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-24.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
0.30 |
| Time value: |
0.60 |
| Break-even: |
211.71 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
-0.54 |
| Theta: |
-0.24 |
| Omega: |
-13.04 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.860 |
| High: |
1.120 |
| Low: |
0.860 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.21% |
| 1 Month |
|
|
-50.80% |
| 3 Months |
|
|
-62.75% |
| YTD |
|
|
-29.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
0.850 |
| 1M High / 1M Low: |
2.360 |
0.850 |
| 6M High / 6M Low: |
4.680 |
0.850 |
| High (YTD): |
2024-04-18 |
4.680 |
| Low (YTD): |
2024-06-05 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.29% |
| Volatility 6M: |
|
178.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
