BVT Put 230 BIIB 21.06.2024
/ DE000VM36A23
BVT Put 230 BIIB 21.06.2024/ DE000VM36A23 /
2024-05-15 8:44:06 AM |
Chg.-0.09 |
Bid9:23:45 AM |
Ask9:23:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.94EUR |
-8.74% |
0.94 Bid Size: 14,000 |
1.03 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: |
-19.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.33 |
Historic volatility: |
0.21 |
Parity: |
0.43 |
Time value: |
0.64 |
Break-even: |
202.42 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.03 |
Spread %: |
2.88% |
Delta: |
-0.54 |
Theta: |
-0.10 |
Omega: |
-10.56 |
Rho: |
-0.13 |
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: |
|
- |