BVT Call 200 BIIB 20.09.2024
/ DE000VD3N479
BVT Call 200 BIIB 20.09.2024/ DE000VD3N479 /
| 7/29/2024 10:12:16 AM |
Chg.-0.110 |
Bid12:21:57 PM |
Ask12:21:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
-5.16% |
2.020
Bid Size: 12,000 |
2.130
Ask Size: 12,000 |
Biogen Inc |
200.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD3N47 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.23 |
| Parity: |
1.03 |
| Time value: |
1.01 |
| Break-even: |
204.68 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.66 |
| Theta: |
-0.14 |
| Omega: |
6.29 |
| Rho: |
0.16 |
Quote data
| Open: |
2.020 |
| High: |
2.020 |
| Low: |
2.020 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.99% |
| 1 Month |
|
|
-40.59% |
| 3 Months |
|
|
-26.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.490 |
2.130 |
| 1M High / 1M Low: |
3.770 |
2.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
