BVT Call 195 BIIB 21.06.2024
/ DE000VD4A698
BVT Call 195 BIIB 21.06.2024/ DE000VD4A698 /
| 2024-05-15 4:53:52 PM |
Chg.+0.680 |
Bid7:30:51 PM |
Ask7:30:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
+23.05% |
3.930
Bid Size: 30,000 |
3.960
Ask Size: 30,000 |
Biogen Inc |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD4A69 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
2.95 |
| Time value: |
0.21 |
| Break-even: |
211.92 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.90 |
| Theta: |
-0.08 |
| Omega: |
5.95 |
| Rho: |
0.16 |
Quote data
| Open: |
3.190 |
| High: |
3.630 |
| Low: |
3.190 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.96% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.950 |
2.660 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.790 |
| 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: |
|
- |
