BVT Put 195 BIIB 20.09.2024
/ DE000VM36BA8
BVT Put 195 BIIB 20.09.2024/ DE000VM36BA8 /
| 2024-05-03 2:03:02 PM |
Chg.+0.020 |
Bid2:22:09 PM |
Ask2:22:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+2.90% |
0.710
Bid Size: 25,000 |
0.740
Ask Size: 25,000 |
Biogen Inc |
195.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 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: |
-27.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-1.73 |
| Time value: |
0.72 |
| Break-even: |
174.54 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
-0.27 |
| Theta: |
-0.04 |
| Omega: |
-7.35 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.670 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.47% |
| 1 Month |
|
|
-33.64% |
| 3 Months |
|
|
-6.58% |
| YTD |
|
|
-7.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.660 |
| 1M High / 1M Low: |
1.760 |
0.660 |
| 6M High / 6M Low: |
1.760 |
0.620 |
| High (YTD): |
2024-04-18 |
1.760 |
| Low (YTD): |
2024-03-11 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.97% |
| Volatility 6M: |
|
154.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
