BVT Call 250 BIIB 21.06.2024
/ DE000VM4KFE0
BVT Call 250 BIIB 21.06.2024/ DE000VM4KFE0 /
| 2024-06-04 7:40:21 PM |
Chg.0.000 |
Bid9:03:19 PM |
Ask9:03:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.270
Bid Size: 58,000 |
0.300
Ask Size: 58,000 |
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: |
67.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
-1.85 |
| Time value: |
0.31 |
| Break-even: |
232.30 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
7.14 |
| Spread abs.: |
0.03 |
| Spread %: |
10.71% |
| Delta: |
0.24 |
| Theta: |
-0.22 |
| Omega: |
16.39 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.70% |
| 1 Month |
|
|
+94.63% |
| 3 Months |
|
|
-49.12% |
| YTD |
|
|
-90.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.065 |
| 1M High / 1M Low: |
0.490 |
0.065 |
| 6M High / 6M Low: |
3.500 |
0.065 |
| High (YTD): |
2024-01-03 |
3.500 |
| Low (YTD): |
2024-05-29 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.105 |
| Avg. volume 6M: |
|
71.520 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
708.44% |
| Volatility 6M: |
|
354.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
