BVT Put 260 BIIB 21.06.2024
/ DE000VU9CS14
BVT Put 260 BIIB 21.06.2024/ DE000VU9CS14 /
2024-05-15 10:15:09 AM |
Chg.-0.030 |
Bid1:30:07 PM |
Ask1:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
0.300 Bid Size: 121,000 |
0.320 Ask Size: 121,000 |
Biogen Inc |
260.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU9CS1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 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: |
-6.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.41 |
Historic volatility: |
0.21 |
Parity: |
0.31 |
Time value: |
0.01 |
Break-even: |
208.43 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
-0.83 |
Theta: |
-0.07 |
Omega: |
-5.45 |
Rho: |
-0.21 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.92% |
1 Month |
|
|
-48.28% |
3 Months |
|
|
-14.29% |
YTD |
|
|
+57.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.330 |
1M High / 1M Low: |
0.650 |
0.330 |
6M High / 6M Low: |
0.650 |
0.168 |
High (YTD): |
2024-04-18 |
0.650 |
Low (YTD): |
2024-01-02 |
0.168 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.477 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.54% |
Volatility 6M: |
|
120.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |