BVT Call 200 BIIB 21.06.2024
/ DE000VD3N4F7
BVT Call 200 BIIB 21.06.2024/ DE000VD3N4F7 /
| 2024-05-15 11:52:14 AM |
Chg.+0.38 |
Bid4:25:31 PM |
Ask4:25:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
+15.20% |
3.06
Bid Size: 31,000 |
3.09
Ask Size: 31,000 |
Biogen Inc |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD3N4F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
2.49 |
| Time value: |
0.24 |
| Break-even: |
212.25 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.11% |
| Delta: |
0.87 |
| Theta: |
-0.09 |
| Omega: |
6.70 |
| Rho: |
0.16 |
Quote data
| Open: |
2.63 |
| High: |
2.88 |
| Low: |
2.63 |
| Previous Close: |
2.50 |
| Turnover: |
576 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.18% |
| 1 Month |
|
|
+128.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.04 |
| 1M High / 1M Low: |
2.50 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
266.67 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
