BVT Call 220 BIIB 20.09.2024
/ DE000VM5AKK5
BVT Call 220 BIIB 20.09.2024/ DE000VM5AKK5 /
| 2024-05-21 8:57:50 AM |
Chg.0.00 |
Bid10:25:53 AM |
Ask10:25:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
0.00% |
2.36
Bid Size: 10,000 |
2.48
Ask Size: 10,000 |
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: |
8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
1.07 |
| Time value: |
1.35 |
| Break-even: |
226.77 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.26% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
5.83 |
| Rho: |
0.39 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.79% |
| 1 Month |
|
|
+182.14% |
| 3 Months |
|
|
+6.28% |
| YTD |
|
|
-58.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.12 |
| 1M High / 1M Low: |
2.75 |
0.92 |
| 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: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.71% |
| Volatility 6M: |
|
140.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
