BVT Call 240 BIIB 21.06.2024
/ DE000VM4Q9W8
BVT Call 240 BIIB 21.06.2024/ DE000VM4Q9W8 /
2024-05-15 7:43:13 PM |
Chg.+0.360 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+85.71% |
- Bid Size: - |
- Ask Size: - |
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: |
41.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
-1.21 |
Time value: |
0.51 |
Break-even: |
227.04 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.03 |
Spread %: |
6.25% |
Delta: |
0.34 |
Theta: |
-0.12 |
Omega: |
14.08 |
Rho: |
0.07 |
Quote data
Open: |
0.490 |
High: |
0.780 |
Low: |
0.490 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+136.36% |
1 Month |
|
|
+200.00% |
3 Months |
|
|
-27.10% |
YTD |
|
|
-78.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.330 |
1M High / 1M Low: |
0.420 |
0.170 |
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: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.600 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
354.36% |
Volatility 6M: |
|
212.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |