BVT Call 220 BIIB 20.12.2024
/ DE000VD0FHC9
BVT Call 220 BIIB 20.12.2024/ DE000VD0FHC9 /
| 13/09/2024 08:53:20 |
Chg.-0.100 |
Bid09:10:15 |
Ask09:10:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-14.49% |
0.600
Bid Size: 18,000 |
0.650
Ask Size: 18,000 |
Biogen Inc |
220.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD0FHC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-2.00 |
| Time value: |
0.62 |
| Break-even: |
204.77 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.33 |
| Theta: |
-0.06 |
| Omega: |
9.39 |
| Rho: |
0.14 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.33% |
| 1 Month |
|
|
-44.34% |
| 3 Months |
|
|
-80.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.690 |
| 1M High / 1M Low: |
1.090 |
0.690 |
| 6M High / 6M Low: |
3.520 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.11% |
| Volatility 6M: |
|
149.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
