BVT Put 260 BIIB 21.06.2024
/ DE000VM36B14
BVT Put 260 BIIB 21.06.2024/ DE000VM36B14 /
| 2024-05-31 8:03:24 PM |
Chg.-0.550 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
-14.32% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
260.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36B1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 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: |
-6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
3.23 |
| Time value: |
0.02 |
| Break-even: |
207.16 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.93% |
| Delta: |
-0.92 |
| Theta: |
-0.05 |
| Omega: |
-5.89 |
| Rho: |
-0.12 |
Quote data
| Open: |
3.720 |
| High: |
3.720 |
| Low: |
3.290 |
| Previous Close: |
3.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.42% |
| 1 Month |
|
|
-19.56% |
| 3 Months |
|
|
-10.11% |
| YTD |
|
|
+66.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
3.290 |
| 1M High / 1M Low: |
4.260 |
2.320 |
| 6M High / 6M Low: |
6.530 |
1.740 |
| High (YTD): |
2024-04-18 |
6.530 |
| Low (YTD): |
2024-01-02 |
1.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.09% |
| Volatility 6M: |
|
135.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
