BVT Call 230 BIIB 21.06.2024
/ DE000VM49MB6
BVT Call 230 BIIB 21.06.2024/ DE000VM49MB6 /
| 2024-05-14 8:02:38 PM |
Chg.+0.040 |
Bid8:51:21 AM |
Ask8:51:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+5.97% |
0.780
Bid Size: 9,000 |
0.890
Ask Size: 9,000 |
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: |
27.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-0.43 |
| Time value: |
0.77 |
| Break-even: |
220.82 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
0.46 |
| Theta: |
-0.13 |
| Omega: |
12.56 |
| Rho: |
0.09 |
Quote data
| Open: |
0.730 |
| High: |
0.750 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.41% |
| 1 Month |
|
|
+77.50% |
| 3 Months |
|
|
-51.70% |
| YTD |
|
|
-83.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.580 |
| 1M High / 1M Low: |
0.710 |
0.270 |
| 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: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.21% |
| Volatility 6M: |
|
183.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
