BVT Call 195 BIIB 20.09.2024
/ DE000VD4A7E7
BVT Call 195 BIIB 20.09.2024/ DE000VD4A7E7 /
2024-09-02 8:43:21 AM |
Chg.-0.06 |
Bid5:30:03 PM |
Ask5:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.14EUR |
-5.00% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
195.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VD4A7E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
0.88 |
Time value: |
0.28 |
Break-even: |
188.16 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
1.75% |
Delta: |
0.74 |
Theta: |
-0.15 |
Omega: |
11.89 |
Rho: |
0.06 |
Quote data
Open: |
1.14 |
High: |
1.14 |
Low: |
1.14 |
Previous Close: |
1.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.32% |
1 Month |
|
|
-44.39% |
3 Months |
|
|
-63.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.23 |
1.08 |
1M High / 1M Low: |
2.05 |
1.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |