BVT Call 240 BIIB 21.06.2024
/ DE000VM4Q9W8
BVT Call 240 BIIB 21.06.2024/ DE000VM4Q9W8 /
| 2024-05-29 10:12:20 AM |
Chg.+0.016 |
Bid10:12:20 AM |
Ask10:12:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+7.14% |
0.240
Bid Size: 15,000 |
0.270
Ask Size: 15,000 |
Biogen Inc |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4Q9W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-1.96 |
| Time value: |
0.28 |
| Break-even: |
223.97 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
4.32 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.23 |
| Theta: |
-0.15 |
| Omega: |
16.29 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.224 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.43% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-68.00% |
| YTD |
|
|
-93.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.190 |
| 1M High / 1M Low: |
0.780 |
0.190 |
| 6M High / 6M Low: |
4.120 |
0.170 |
| High (YTD): |
2024-01-03 |
4.120 |
| Low (YTD): |
2024-04-25 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.59% |
| Volatility 6M: |
|
258.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
