BVT Call 220 BIIB 20.09.2024
/ DE000VM5AKK5
BVT Call 220 BIIB 20.09.2024/ DE000VM5AKK5 /
2024-07-26 7:51:24 PM |
Chg.-0.920 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
-43.60% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
220.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM5AKK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.23 |
Parity: |
-0.81 |
Time value: |
1.13 |
Break-even: |
213.96 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.02 |
Spread %: |
1.80% |
Delta: |
0.46 |
Theta: |
-0.14 |
Omega: |
7.92 |
Rho: |
0.12 |
Quote data
Open: |
1.980 |
High: |
1.980 |
Low: |
1.180 |
Previous Close: |
2.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.15% |
1 Month |
|
|
-41.09% |
3 Months |
|
|
-5.56% |
YTD |
|
|
-79.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.110 |
1.190 |
1M High / 1M Low: |
2.340 |
1.190 |
6M High / 6M Low: |
4.620 |
0.840 |
High (YTD): |
2024-01-02 |
6.270 |
Low (YTD): |
2024-04-18 |
0.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.800 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.069 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.70% |
Volatility 6M: |
|
187.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |