BVT Call 190 BIIB 20.09.2024
/ DE000VD4LJX1
BVT Call 190 BIIB 20.09.2024/ DE000VD4LJX1 /
| 29/07/2024 09:49:15 |
Chg.-1.30 |
Bid10:48:03 |
Ask10:48:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-32.99% |
2.59
Bid Size: 10,000 |
2.71
Ask Size: 10,000 |
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: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
1.95 |
| Time value: |
0.70 |
| Break-even: |
201.57 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
5.51 |
| Rho: |
0.17 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
3.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-34.81% |
| 3 Months |
|
|
-8.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.59 |
| 1M High / 1M Low: |
4.60 |
3.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
