BVT Put 250 BIIB 20.09.2024
/ DE000VM3MKH1
BVT Put 250 BIIB 20.09.2024/ DE000VM3MKH1 /
| 2024-05-20 8:54:35 AM |
Chg.0.000 |
Bid1:30:17 PM |
Ask1:30:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.240
Bid Size: 181,000 |
0.250
Ask Size: 181,000 |
Biogen Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MKH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.18 |
| Time value: |
0.07 |
| Break-even: |
204.94 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.61 |
| Theta: |
-0.05 |
| Omega: |
-5.13 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.203 |
| 1M High / 1M Low: |
0.530 |
0.203 |
| 6M High / 6M Low: |
0.560 |
0.189 |
| High (YTD): |
2024-04-19 |
0.560 |
| Low (YTD): |
2024-01-02 |
0.189 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.259 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.95% |
| Volatility 6M: |
|
108.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
