BVT Call 260 BIIB 20.09.2024
/ DE000VM3MVB1
BVT Call 260 BIIB 20.09.2024/ DE000VM3MVB1 /
| 2024-05-17 8:55:51 AM |
Chg.-0.016 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-17.78% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MVB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
0.08 |
| Break-even: |
247.64 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
8.34 |
| Rho: |
0.21 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+184.62% |
| 3 Months |
|
|
-21.28% |
| YTD |
|
|
-77.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.061 |
| 1M High / 1M Low: |
0.090 |
0.014 |
| 6M High / 6M Low: |
0.370 |
0.014 |
| High (YTD): |
2024-01-03 |
0.370 |
| Low (YTD): |
2024-04-19 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.54% |
| Volatility 6M: |
|
249.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
