BVT Put 270 BIIB 20.09.2024
/ DE000VM36BE0
BVT Put 270 BIIB 20.09.2024/ DE000VM36BE0 /
| 2024-05-20 8:05:14 PM |
Chg.-0.220 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
-5.57% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36BE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
3.63 |
| Time value: |
0.26 |
| Break-even: |
209.43 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
-0.74 |
| Theta: |
-0.03 |
| Omega: |
-4.05 |
| Rho: |
-0.66 |
Quote data
| Open: |
3.870 |
| High: |
3.870 |
| Low: |
3.730 |
| Previous Close: |
3.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.46% |
| 1 Month |
|
|
-48.90% |
| 3 Months |
|
|
-21.31% |
| YTD |
|
|
+31.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
3.510 |
| 1M High / 1M Low: |
7.070 |
3.510 |
| 6M High / 6M Low: |
7.470 |
2.640 |
| High (YTD): |
2024-04-18 |
7.470 |
| Low (YTD): |
2024-01-02 |
2.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.06% |
| Volatility 6M: |
|
92.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
