BVT Put 270 BIIB 20.09.2024
/ DE000VM3XRL5
BVT Put 270 BIIB 20.09.2024/ DE000VM3XRL5 /
| 2024-06-06 8:55:01 AM |
Chg.-0.020 |
Bid6:00:34 PM |
Ask6:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
0.360
Bid Size: 250,000 |
0.370
Ask Size: 250,000 |
Biogen Inc |
270.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3XRL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
0.31 |
| Time value: |
0.03 |
| Break-even: |
214.30 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.72 |
| Theta: |
-0.04 |
| Omega: |
-4.63 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.54% |
| 1 Month |
|
|
-32.65% |
| 3 Months |
|
|
-32.65% |
| YTD |
|
|
+17.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.350 |
| 1M High / 1M Low: |
0.520 |
0.330 |
| 6M High / 6M Low: |
0.750 |
0.260 |
| High (YTD): |
2024-04-19 |
0.750 |
| Low (YTD): |
2024-01-02 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.42% |
| Volatility 6M: |
|
105.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
