BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
2024-06-06 4:50:42 PM |
Chg.+0.370 |
Bid6:15:20 PM |
Ask6:15:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
+25.00% |
1.690 Bid Size: 37,000 |
1.720 Ask Size: 37,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM36AY |
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: |
2023-10-19 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.42 |
Historic volatility: |
0.22 |
Parity: |
1.22 |
Time value: |
0.27 |
Break-even: |
215.01 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
2.05% |
Delta: |
-0.72 |
Theta: |
-0.19 |
Omega: |
-10.54 |
Rho: |
-0.07 |
Quote data
Open: |
1.480 |
High: |
1.850 |
Low: |
1.480 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-37.29% |
1 Month |
|
|
-30.71% |
3 Months |
|
|
-41.27% |
YTD |
|
|
+14.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.950 |
1.480 |
1M High / 1M Low: |
3.230 |
1.480 |
6M High / 6M Low: |
5.600 |
1.450 |
High (YTD): |
2024-04-18 |
5.600 |
Low (YTD): |
2024-01-02 |
1.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.447 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.719 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.93% |
Volatility 6M: |
|
154.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |