BVT Call 230 BIIB 20.09.2024
/ DE000VM49L58
BVT Call 230 BIIB 20.09.2024/ DE000VM49L58 /
| 2024-05-17 8:59:02 AM |
Chg.-0.33 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-15.35% |
-
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: |
11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.00 |
| Time value: |
1.85 |
| Break-even: |
230.13 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.65% |
| Delta: |
0.57 |
| Theta: |
-0.08 |
| Omega: |
6.48 |
| Rho: |
0.35 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
2.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.92% |
| 1 Month |
|
|
+121.95% |
| 3 Months |
|
|
-12.08% |
| YTD |
|
|
-64.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.51 |
| 1M High / 1M Low: |
2.15 |
0.62 |
| 6M High / 6M Low: |
5.54 |
0.62 |
| High (YTD): |
2024-01-02 |
5.54 |
| Low (YTD): |
2024-04-19 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.47% |
| Volatility 6M: |
|
154.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
