BVT Put 240 BIIB 21.06.2024
/ DE000VM36AV6
BVT Put 240 BIIB 21.06.2024/ DE000VM36AV6 /
| 2024-05-15 8:44:04 AM |
Chg.-0.10 |
Bid3:32:05 PM |
Ask3:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-6.13% |
1.30
Bid Size: 4,000 |
1.39
Ask Size: 4,000 |
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: |
-13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
1.21 |
| Time value: |
0.36 |
| Break-even: |
206.24 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.95% |
| Delta: |
-0.67 |
| Theta: |
-0.09 |
| Omega: |
-9.00 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.44% |
| 1 Month |
|
|
-61.07% |
| 3 Months |
|
|
-34.05% |
| YTD |
|
|
+17.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.63 |
| 1M High / 1M Low: |
4.74 |
1.63 |
| 6M High / 6M Low: |
4.74 |
1.16 |
| High (YTD): |
2024-04-19 |
4.74 |
| Low (YTD): |
2024-01-02 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
74.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.52% |
| Volatility 6M: |
|
136.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
