BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 2024-06-06 7:53:32 PM |
Chg.+0.130 |
Bid8:38:25 PM |
Ask8:38:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+8.78% |
1.680
Bid Size: 37,000 |
1.710
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 |
|
|
-45.42% |
| 1 Month |
|
|
-39.70% |
| 3 Months |
|
|
-48.89% |
| YTD |
|
|
0.00% |
| 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: |
|
- |
