BVT Put 260 BIIB 21.06.2024
/ DE000VM36B14
BVT Put 260 BIIB 21.06.2024/ DE000VM36B14 /
| 2024-06-06 5:01:17 PM |
Chg.+0.430 |
Bid7:21:05 PM |
Ask7:21:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
+19.46% |
2.500
Bid Size: 32,000 |
2.530
Ask Size: 32,000 |
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: |
-9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
2.14 |
| Time value: |
0.11 |
| Break-even: |
216.60 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
-0.85 |
| Theta: |
-0.13 |
| Omega: |
-8.19 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.240 |
| High: |
2.640 |
| Low: |
2.240 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-25.42% |
| 3 Months |
|
|
-33.50% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.840 |
2.210 |
| 1M High / 1M Low: |
4.180 |
2.210 |
| 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: |
|
2.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.53% |
| Volatility 6M: |
|
137.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
