BVT Call 230 BIIB 20.09.2024
/ DE000VM49L58
BVT Call 230 BIIB 20.09.2024/ DE000VM49L58 /
| 2024-06-07 7:50:41 PM |
Chg.-0.350 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-19.44% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM49L5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.42 |
| Time value: |
1.38 |
| Break-even: |
226.73 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.22% |
| Delta: |
0.51 |
| Theta: |
-0.08 |
| Omega: |
7.77 |
| Rho: |
0.27 |
Quote data
| Open: |
1.680 |
| High: |
1.740 |
| Low: |
1.450 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.62% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-71.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.450 |
| 1M High / 1M Low: |
2.250 |
1.010 |
| 6M High / 6M Low: |
5.600 |
0.620 |
| High (YTD): |
2024-01-02 |
5.600 |
| Low (YTD): |
2024-04-18 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.53% |
| Volatility 6M: |
|
176.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
