BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 2024-05-15 8:44:06 AM |
Chg.-0.12 |
Bid3:04:14 PM |
Ask3:04:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-5.06% |
2.11
Bid Size: 14,000 |
2.21
Ask Size: 14,000 |
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: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.41% |
| 1 Month |
|
|
-53.22% |
| 3 Months |
|
|
-24.75% |
| YTD |
|
|
+40.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.37 |
| 1M High / 1M Low: |
5.65 |
2.37 |
| 6M High / 6M Low: |
5.65 |
1.45 |
| High (YTD): |
2024-04-19 |
5.65 |
| Low (YTD): |
2024-01-02 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.97% |
| Volatility 6M: |
|
126.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
