BVT Call 210 BIIB 19.07.2024
/ DE000VD5JSF0
BVT Call 210 BIIB 19.07.2024/ DE000VD5JSF0 /
| 2024-06-11 1:41:05 PM |
Chg.-0.030 |
Bid2:29:07 PM |
Ask2:29:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-1.47% |
2.010
Bid Size: 14,000 |
2.110
Ask Size: 14,000 |
Biogen Inc |
210.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD5JSF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
1.48 |
| Time value: |
0.47 |
| Break-even: |
214.61 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.56% |
| Delta: |
0.76 |
| Theta: |
-0.12 |
| Omega: |
8.15 |
| Rho: |
0.15 |
Quote data
| Open: |
2.040 |
| High: |
2.040 |
| Low: |
2.010 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.95% |
| 1 Month |
|
|
+7.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.000 |
| 1M High / 1M Low: |
2.860 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
