BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 2024-05-15 4:53:42 PM |
Chg.-0.580 |
Bid6:40:21 PM |
Ask6:40:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-23.97% |
1.700
Bid Size: 32,000 |
1.730
Ask Size: 32,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36AY |
| 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: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
2.14 |
| Time value: |
0.16 |
| Break-even: |
208.18 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
-0.79 |
| Theta: |
-0.07 |
| Omega: |
-7.22 |
| Rho: |
-0.19 |
Quote data
| Open: |
2.200 |
| High: |
2.200 |
| Low: |
1.840 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.85% |
| 1 Month |
|
|
-62.06% |
| 3 Months |
|
|
-35.89% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.420 |
| 1M High / 1M Low: |
5.600 |
2.420 |
| 6M High / 6M Low: |
5.600 |
1.450 |
| High (YTD): |
2024-04-18 |
5.600 |
| Low (YTD): |
2024-01-02 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.772 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.68% |
| Volatility 6M: |
|
125.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
