BVT Call 195 BIIB 20.12.2024
/ DE000VD4A7F4
BVT Call 195 BIIB 20.12.2024/ DE000VD4A7F4 /
| 10/15/2024 10:25:51 AM |
Chg.+0.090 |
Bid1:18:01 PM |
Ask1:18:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+8.49% |
1.120
Bid Size: 17,000 |
1.180
Ask Size: 17,000 |
Biogen Inc |
195.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD4A7F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-0.32 |
| Time value: |
1.13 |
| Break-even: |
190.05 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.51 |
| Theta: |
-0.10 |
| Omega: |
7.89 |
| Rho: |
0.14 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
1.150 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.32% |
| 1 Month |
|
|
-12.21% |
| 3 Months |
|
|
-69.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.760 |
| 1M High / 1M Low: |
1.750 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
