BVT Call 250 BIIB 19.07.2024
/ DE000VD54QN1
BVT Call 250 BIIB 19.07.2024/ DE000VD54QN1 /
| 2024-06-04 7:50:54 PM |
Chg.+0.010 |
Bid8:39:30 PM |
Ask8:39:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+1.89% |
0.540
Bid Size: 58,000 |
0.570
Ask Size: 58,000 |
Biogen Inc |
250.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
VD54QN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-1.85 |
| Time value: |
0.53 |
| Break-even: |
234.50 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.31 |
| Theta: |
-0.12 |
| Omega: |
12.16 |
| Rho: |
0.07 |
Quote data
| Open: |
0.490 |
| High: |
0.560 |
| Low: |
0.470 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.202 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
