BVT Put 230 BIIB 21.06.2024/  DE000VM36A23  /

EUWAX
2024-05-28  8:42:55 AM Chg.-0.02 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.33EUR -1.48% -
Bid Size: -
-
Ask Size: -
Biogen Inc 230.00 USD 2024-06-21 Put
 

Master data

WKN: VM36A2
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Biogen Inc
Type: Warrant
Option type: Put
Strike price: 230.00 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: -14.02
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.12
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 1.12
Time value: 0.31
Break-even: 197.46
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 5.93%
Delta: -0.69
Theta: -0.12
Omega: -9.69
Rho: -0.10
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+87.32%
1 Month
  -37.26%
3 Months
  -14.74%
YTD  
+26.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 0.71
1M High / 1M Low: 2.12 0.60
6M High / 6M Low: 3.87 0.60
High (YTD): 2024-04-19 3.87
Low (YTD): 2024-05-16 0.60
52W High: - -
52W Low: - -
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.66%
Volatility 6M:   179.27%
Volatility 1Y:   -
Volatility 3Y:   -