BVT Put 280 BIIB 21.06.2024
/ DE000VU9CSW1
BVT Put 280 BIIB 21.06.2024/ DE000VU9CSW1 /
| 2024-06-04 8:29:16 AM |
Chg.-0.040 |
Bid9:01:30 PM |
Ask9:01:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
0.440
Bid Size: 250,000 |
0.450
Ask Size: 250,000 |
Biogen Inc |
280.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CSW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 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: |
-4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
0.01 |
| Break-even: |
209.71 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.90 |
| Theta: |
-0.14 |
| Omega: |
-4.02 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.30% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
+64.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.500 |
| 1M High / 1M Low: |
0.610 |
0.400 |
| 6M High / 6M Low: |
0.840 |
0.260 |
| High (YTD): |
2024-04-19 |
0.840 |
| Low (YTD): |
2024-01-03 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.524 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.494 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.54% |
| Volatility 6M: |
|
108.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
