BVT Call 190 BIIB 20.09.2024
/ DE000VD4LJX1
BVT Call 190 BIIB 20.09.2024/ DE000VD4LJX1 /
| 2024-07-26 8:00:53 PM |
Chg.-1.450 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
-34.69% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD4LJX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.23 |
| Parity: |
1.95 |
| Time value: |
0.70 |
| Break-even: |
201.52 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
5.52 |
| Rho: |
0.18 |
Quote data
| Open: |
3.770 |
| High: |
3.770 |
| Low: |
2.700 |
| Previous Close: |
4.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.20% |
| 1 Month |
|
|
-33.90% |
| 3 Months |
|
|
-5.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
2.730 |
| 1M High / 1M Low: |
4.610 |
2.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
