BVT Call 190 BIIB 17.05.2024
/ DE000VD4LJT9
BVT Call 190 BIIB 17.05.2024/ DE000VD4LJT9 /
| 2024-05-03 7:55:33 PM |
Chg.+0.090 |
Bid8:10:13 PM |
Ask8:10:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
+3.83% |
2.440
Bid Size: 32,000 |
2.470
Ask Size: 32,000 |
Biogen Inc |
190.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
VD4LJT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-05-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
2.19 |
| Time value: |
0.08 |
| Break-even: |
199.78 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
8.15 |
| Rho: |
0.06 |
Quote data
| Open: |
2.360 |
| High: |
2.440 |
| Low: |
2.200 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.49% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.960 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
