BVT Put 240 BIIB 21.06.2024
/ DE000VM36AV6
BVT Put 240 BIIB 21.06.2024/ DE000VM36AV6 /
| 2024-06-10 9:46:47 AM |
Chg.+0.470 |
Bid1:32:05 PM |
Ask1:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+47.47% |
1.430
Bid Size: 14,000 |
1.530
Ask Size: 14,000 |
Biogen Inc |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36AV |
| 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: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
1.35 |
| Time value: |
0.11 |
| Break-even: |
208.06 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
-0.82 |
| Theta: |
-0.15 |
| Omega: |
-11.70 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.460 |
| High: |
1.460 |
| Low: |
1.460 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
-18.44% |
| 3 Months |
|
|
-37.61% |
| YTD |
|
|
+12.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.870 |
| 1M High / 1M Low: |
2.500 |
0.870 |
| 6M High / 6M Low: |
4.740 |
0.870 |
| High (YTD): |
2024-04-19 |
4.740 |
| Low (YTD): |
2024-06-06 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.077 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.27% |
| Volatility 6M: |
|
175.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
