BVT Call 280 BIIB 21.06.2024
/ DE000VM36BV4
BVT Call 280 BIIB 21.06.2024/ DE000VM36BV4 /
| 2024-05-15 10:21:56 AM |
Chg.+0.016 |
Bid11:03:29 AM |
Ask11:03:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+133.33% |
0.030
Bid Size: 15,000 |
0.052
Ask Size: 15,000 |
Biogen Inc |
280.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM36BV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
419.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
-4.91 |
| Time value: |
0.05 |
| Break-even: |
259.43 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
7.12 |
| Spread abs.: |
0.02 |
| Spread %: |
72.41% |
| Delta: |
0.05 |
| Theta: |
-0.04 |
| Omega: |
20.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2700.00% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-98.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.001 |
| 1M High / 1M Low: |
0.030 |
0.001 |
| 6M High / 6M Low: |
1.950 |
0.001 |
| High (YTD): |
2024-01-02 |
1.950 |
| Low (YTD): |
2024-05-10 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,579.47% |
| Volatility 6M: |
|
1,120.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
