BVT Call 270 BIIB 21.06.2024
/ DE000VM0EWS6
BVT Call 270 BIIB 21.06.2024/ DE000VM0EWS6 /
| 2024-06-04 8:46:49 AM |
Chg.+0.002 |
Bid7:33:30 PM |
Ask7:33:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+200.00% |
0.002
Bid Size: 250,000 |
0.020
Ask Size: 250,000 |
Biogen Inc |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0EWS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.22 |
| Parity: |
-0.37 |
| Time value: |
0.02 |
| Break-even: |
249.54 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
36.87 |
| Spread abs.: |
0.02 |
| Spread %: |
566.67% |
| Delta: |
0.14 |
| Theta: |
-0.20 |
| Omega: |
14.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-85.00% |
| YTD |
|
|
-98.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.002 |
0.001 |
| 1M High / 1M Low: |
0.008 |
0.001 |
| 6M High / 6M Low: |
0.233 |
0.001 |
| High (YTD): |
2024-01-02 |
0.233 |
| Low (YTD): |
2024-06-03 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
898.36% |
| Volatility 6M: |
|
526.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
