BVT Call 270 BIIB 20.09.2024
/ DE000VM36A56
BVT Call 270 BIIB 20.09.2024/ DE000VM36A56 /
| 2024-05-17 8:44:16 AM |
Chg.-0.120 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-16.44% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM36A5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-3.68 |
| Time value: |
0.64 |
| Break-even: |
254.84 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
4.92% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
8.87 |
| Rho: |
0.17 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+144.00% |
| 3 Months |
|
|
-22.78% |
| YTD |
|
|
-78.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.150 |
| 6M High / 6M Low: |
3.250 |
0.150 |
| High (YTD): |
2024-01-03 |
3.250 |
| Low (YTD): |
2024-04-19 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.26% |
| Volatility 6M: |
|
229.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
