BVT Call 230 BIIB 21.06.2024
/ DE000VM49MB6
BVT Call 230 BIIB 21.06.2024/ DE000VM49MB6 /
| 2024-05-28 8:03:49 PM |
Chg.+0.010 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM49MB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-1.12 |
| Time value: |
0.40 |
| Break-even: |
215.76 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.32 |
| Theta: |
-0.16 |
| Omega: |
16.09 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.28% |
| 1 Month |
|
|
-30.91% |
| 3 Months |
|
|
-63.81% |
| YTD |
|
|
-91.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.360 |
| 1M High / 1M Low: |
1.270 |
0.360 |
| 6M High / 6M Low: |
4.800 |
0.270 |
| High (YTD): |
2024-01-02 |
4.800 |
| Low (YTD): |
2024-04-18 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.99% |
| Volatility 6M: |
|
228.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
