BVT Call 190 BIIB 20.09.2024
/ DE000VD4LJX1
BVT Call 190 BIIB 20.09.2024/ DE000VD4LJX1 /
| 02/09/2024 20:04:18 |
Chg.+0.100 |
Bid20:04:18 |
Ask20:04:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+6.99% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
190.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
1.34 |
| Time value: |
0.19 |
| Break-even: |
187.33 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
9.95 |
| Rho: |
0.07 |
Quote data
| Open: |
1.510 |
| High: |
1.530 |
| Low: |
1.510 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.55% |
| 1 Month |
|
|
-26.79% |
| 3 Months |
|
|
-60.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.390 |
| 1M High / 1M Low: |
2.090 |
1.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
