BVT Put 270 BIIB 21.06.2024
/ DE000VU9CSZ4
BVT Put 270 BIIB 21.06.2024/ DE000VU9CSZ4 /
| 2024-05-15 8:29:01 AM |
Chg.-0.010 |
Bid6:31:46 PM |
Ask6:31:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.330
Bid Size: 250,000 |
0.340
Ask Size: 250,000 |
Biogen Inc |
270.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CSZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 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: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
0.40 |
| Time value: |
0.01 |
| Break-even: |
208.68 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.86 |
| Theta: |
-0.07 |
| Omega: |
-4.40 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-40.30% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
+73.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.750 |
0.410 |
| 6M High / 6M Low: |
0.750 |
0.211 |
| High (YTD): |
2024-04-19 |
0.750 |
| Low (YTD): |
2024-01-02 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.77% |
| Volatility 6M: |
|
114.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
