BVT Put 250 BIIB 21.06.2024
/ DE000VU9CS22
BVT Put 250 BIIB 21.06.2024/ DE000VU9CS22 /
| 2024-06-06 8:28:41 AM |
Chg.-0.018 |
Bid9:37:51 PM |
Ask9:37:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.139EUR |
-11.46% |
0.161
Bid Size: 250,000 |
0.171
Ask Size: 250,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CS2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-14.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
0.12 |
| Time value: |
0.03 |
| Break-even: |
215.01 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
7.19% |
| Delta: |
-0.72 |
| Theta: |
-0.19 |
| Omega: |
-10.54 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.139 |
| High: |
0.139 |
| Low: |
0.139 |
| Previous Close: |
0.157 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.12% |
| 1 Month |
|
|
-53.67% |
| 3 Months |
|
|
-55.16% |
| YTD |
|
|
-9.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.157 |
| 1M High / 1M Low: |
0.340 |
0.149 |
| 6M High / 6M Low: |
0.560 |
0.138 |
| High (YTD): |
2024-04-19 |
0.560 |
| Low (YTD): |
2024-01-02 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.07% |
| Volatility 6M: |
|
163.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
