BVT Call 230 BIIB 20.09.2024
/ DE000VM49L58
BVT Call 230 BIIB 20.09.2024/ DE000VM49L58 /
| 5/28/2024 7:55:15 PM |
Chg.-0.020 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-1.72% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-1.12 |
| Time value: |
1.21 |
| Break-even: |
223.86 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
4.31% |
| Delta: |
0.45 |
| Theta: |
-0.08 |
| Omega: |
7.51 |
| Rho: |
0.25 |
Quote data
| Open: |
1.180 |
| High: |
1.180 |
| Low: |
1.120 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
-36.67% |
| YTD |
|
|
-77.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.130 |
| 1M High / 1M Low: |
2.250 |
1.070 |
| 6M High / 6M Low: |
5.600 |
0.620 |
| High (YTD): |
1/2/2024 |
5.600 |
| Low (YTD): |
4/18/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.569 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.23% |
| Volatility 6M: |
|
167.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
