BVT Put 240 BIIB 21.06.2024
/ DE000VU9CS63
BVT Put 240 BIIB 21.06.2024/ DE000VU9CS63 /
| 2024-05-30 8:27:59 AM |
Chg.+0.045 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+21.95% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CS6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
0.01 |
| Break-even: |
197.20 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.83 |
| Theta: |
-0.10 |
| Omega: |
-6.62 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.205 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.15% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+19.62% |
| YTD |
|
|
+103.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.203 |
| 1M High / 1M Low: |
0.250 |
0.090 |
| 6M High / 6M Low: |
0.460 |
0.090 |
| High (YTD): |
2024-04-19 |
0.460 |
| Low (YTD): |
2024-05-16 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.31% |
| Volatility 6M: |
|
177.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
