BVT Call 220 BIIB 20.09.2024
/ DE000VM5AKK5
BVT Call 220 BIIB 20.09.2024/ DE000VM5AKK5 /
| 2024-06-03 8:56:52 AM |
Chg.+0.31 |
Bid11:22:46 AM |
Ask11:22:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+18.56% |
1.97
Bid Size: 12,000 |
2.08
Ask Size: 12,000 |
Biogen Inc |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM5AKK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
1.52 |
| Break-even: |
222.52 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.54% |
| Delta: |
0.61 |
| Theta: |
-0.08 |
| Omega: |
6.34 |
| Rho: |
0.32 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.32% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
+0.51% |
| YTD |
|
|
-65.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.30 |
| 1M High / 1M Low: |
2.75 |
1.30 |
| 6M High / 6M Low: |
6.20 |
0.84 |
| High (YTD): |
2024-01-02 |
6.20 |
| Low (YTD): |
2024-04-19 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.58% |
| Volatility 6M: |
|
150.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
