BVT Call 250 BIIB 21.06.2024
/ DE000VM4KFE0
BVT Call 250 BIIB 21.06.2024/ DE000VM4KFE0 /
| 2024-05-29 10:12:18 AM |
Chg.+0.021 |
Bid12:25:18 PM |
Ask12:25:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
+17.21% |
0.142
Bid Size: 15,000 |
0.163
Ask Size: 15,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4KFE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
115.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-2.88 |
| Time value: |
0.17 |
| Break-even: |
232.13 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
8.39 |
| Spread abs.: |
0.02 |
| Spread %: |
13.73% |
| Delta: |
0.15 |
| Theta: |
-0.12 |
| Omega: |
17.16 |
| Rho: |
0.02 |
Quote data
| Open: |
0.143 |
| High: |
0.143 |
| Low: |
0.143 |
| Previous Close: |
0.122 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.11% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-72.50% |
| YTD |
|
|
-95.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.179 |
0.084 |
| 1M High / 1M Low: |
0.490 |
0.084 |
| 6M High / 6M Low: |
3.500 |
0.084 |
| High (YTD): |
2024-01-03 |
3.500 |
| Low (YTD): |
2024-05-27 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.150 |
| Avg. volume 6M: |
|
72.097 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
577.25% |
| Volatility 6M: |
|
307.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
