BVT Call 230 BIIB 19.07.2024
/ DE000VD5JSG8
BVT Call 230 BIIB 19.07.2024/ DE000VD5JSG8 /
| 6/27/2024 8:49:53 AM |
Chg.+0.020 |
Bid4:45:50 PM |
Ask4:45:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
0.640
Bid Size: 58,000 |
0.670
Ask Size: 58,000 |
Biogen Inc |
230.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
VD5JSG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.52 |
| Time value: |
0.46 |
| Break-even: |
219.96 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.40 |
| Theta: |
-0.15 |
| Omega: |
18.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-37.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.400 |
| 1M High / 1M Low: |
1.420 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
