BVT Put 260 BIIB 20.09.2024
/ DE000VM3MJG5
BVT Put 260 BIIB 20.09.2024/ DE000VM3MJG5 /
2024-05-28 8:04:31 PM |
Chg.+0.010 |
Bid9:31:08 PM |
Ask9:31:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+2.56% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
260.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3MJG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 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: |
-5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.33 |
Historic volatility: |
0.22 |
Parity: |
0.39 |
Time value: |
0.01 |
Break-even: |
199.38 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.79 |
Theta: |
-0.03 |
Omega: |
-3.96 |
Rho: |
-0.63 |
Quote data
Open: |
0.390 |
High: |
0.400 |
Low: |
0.390 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.21% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
+11.11% |
YTD |
|
|
+66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.330 |
1M High / 1M Low: |
0.430 |
0.280 |
6M High / 6M Low: |
0.650 |
0.217 |
High (YTD): |
2024-04-18 |
0.650 |
Low (YTD): |
2024-01-02 |
0.217 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.367 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.364 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.19% |
Volatility 6M: |
|
108.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |