BVT Put 240 BIIB 20.09.2024
/ DE000VM36A64
BVT Put 240 BIIB 20.09.2024/ DE000VM36A64 /
| 2024-05-02 7:43:41 PM |
Chg.+0.080 |
Bid8:03:02 AM |
Ask8:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+2.95% |
2.800
Bid Size: 7,000 |
2.950
Ask Size: 7,000 |
Biogen Inc |
240.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36A6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
2.23 |
| Time value: |
0.59 |
| Break-even: |
195.74 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
-0.63 |
| Theta: |
-0.04 |
| Omega: |
-4.53 |
| Rho: |
-0.60 |
Quote data
| Open: |
2.660 |
| High: |
2.790 |
| Low: |
2.590 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-18.66% |
| 3 Months |
|
|
+41.62% |
| YTD |
|
|
+58.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.150 |
2.630 |
| 1M High / 1M Low: |
4.770 |
2.630 |
| 6M High / 6M Low: |
4.770 |
1.640 |
| High (YTD): |
2024-04-18 |
4.770 |
| Low (YTD): |
2024-01-02 |
1.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.81% |
| Volatility 6M: |
|
107.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
