BVT Put 250 BIIB 20.09.2024
/ DE000VM36AA0
BVT Put 250 BIIB 20.09.2024/ DE000VM36AA0 /
5/31/2024 8:03:16 PM |
Chg.-0.420 |
Bid9:58:22 PM |
Ask9:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.790EUR |
-13.08% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
250.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM36AA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/19/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
2.31 |
Implied volatility: |
0.33 |
Historic volatility: |
0.22 |
Parity: |
2.31 |
Time value: |
0.50 |
Break-even: |
202.35 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.08% |
Delta: |
-0.66 |
Theta: |
-0.04 |
Omega: |
-4.91 |
Rho: |
-0.50 |
Quote data
Open: |
3.140 |
High: |
3.140 |
Low: |
2.790 |
Previous Close: |
3.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.42% |
1 Month |
|
|
-18.42% |
3 Months |
|
|
-11.43% |
YTD |
|
|
+34.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.440 |
2.790 |
1M High / 1M Low: |
3.550 |
2.210 |
6M High / 6M Low: |
5.610 |
1.940 |
High (YTD): |
4/18/2024 |
5.610 |
Low (YTD): |
1/2/2024 |
1.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.89% |
Volatility 6M: |
|
111.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |