BVT Put 230 BIIB 21.06.2024/  DE000VM36A23  /

EUWAX
2024-05-15  8:44:06 AM Chg.-0.09 Bid10:46:35 AM Ask10:46:35 AM Underlying Strike price Expiration date Option type
0.94EUR -8.74% 0.91
Bid Size: 14,000
0.99
Ask Size: 14,000
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: -21.41
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.29
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 0.29
Time value: 0.69
Break-even: 202.89
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 3.16%
Delta: -0.52
Theta: -0.10
Omega: -11.06
Rho: -0.12
 

Quote data

Open: 0.94
High: 0.94
Low: 0.94
Previous Close: 1.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.88%
1 Month
  -69.77%
3 Months
  -45.98%
YTD
  -10.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.38 1.03
1M High / 1M Low: 3.87 1.03
6M High / 6M Low: 3.87 0.92
High (YTD): 2024-04-19 3.87
Low (YTD): 2024-01-02 0.92
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.50%
Volatility 6M:   148.43%
Volatility 1Y:   -
Volatility 3Y:   -