BVT Put 250 BIIB 21.06.2024
/ DE000VU9CS22
BVT Put 250 BIIB 21.06.2024/ DE000VU9CS22 /
| 2024-06-10 8:28:45 AM |
Chg.+0.070 |
Bid10:35:30 AM |
Ask10:35:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+41.18% |
0.230
Bid Size: 77,000 |
0.246
Ask Size: 77,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CS2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
0.23 |
| Time value: |
0.01 |
| Break-even: |
208.24 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
4.41% |
| Delta: |
-0.87 |
| Theta: |
-0.16 |
| Omega: |
-7.67 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+56.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.139 |
| 1M High / 1M Low: |
0.340 |
0.139 |
| 6M High / 6M Low: |
0.560 |
0.138 |
| High (YTD): |
2024-04-19 |
0.560 |
| Low (YTD): |
2024-01-02 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.49% |
| Volatility 6M: |
|
166.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
