BVT Call 195 BIIB 20.12.2024
/ DE000VD4A7F4
BVT Call 195 BIIB 20.12.2024/ DE000VD4A7F4 /
| 10/18/2024 8:46:31 AM |
Chg.+0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+1.92% |
-
Bid Size: - |
-
Ask Size: - |
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: |
16.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-0.45 |
| Time value: |
1.07 |
| Break-even: |
190.13 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.49 |
| Theta: |
-0.11 |
| Omega: |
8.02 |
| Rho: |
0.13 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.91% |
| 1 Month |
|
|
-30.72% |
| 3 Months |
|
|
-73.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.99 |
| 1M High / 1M Low: |
1.66 |
0.76 |
| 6M High / 6M Low: |
5.18 |
0.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.67% |
| Volatility 6M: |
|
136.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
