BVT Call 230 BIIB 20.09.2024
/ DE000VM49L58
BVT Call 230 BIIB 20.09.2024/ DE000VM49L58 /
| 7/26/2024 4:08:48 PM |
Chg.-0.49 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-32.03% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM49L5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.23 |
| Parity: |
-1.73 |
| Time value: |
0.85 |
| Break-even: |
220.37 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.37 |
| Theta: |
-0.13 |
| Omega: |
8.50 |
| Rho: |
0.10 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.04 |
| Previous Close: |
1.53 |
| Turnover: |
520 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-21.80% |
| 3 Months |
|
|
+31.65% |
| YTD |
|
|
-79.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.04 |
| 1M High / 1M Low: |
1.78 |
0.97 |
| 6M High / 6M Low: |
3.93 |
0.62 |
| High (YTD): |
1/2/2024 |
5.54 |
| Low (YTD): |
4/19/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
142.86 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
59.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.25% |
| Volatility 6M: |
|
213.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
