BVT Call 200 BIIB 20.09.2024
/ DE000VD3N479
BVT Call 200 BIIB 20.09.2024/ DE000VD3N479 /
| 7/29/2024 9:45:57 AM |
Chg.-1.16 |
Bid11:46:09 AM |
Ask11:46:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-36.36% |
2.02
Bid Size: 12,000 |
2.13
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: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
3.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.09% |
| 1 Month |
|
|
-37.92% |
| 3 Months |
|
|
-9.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.87 |
| 1M High / 1M Low: |
3.80 |
2.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
