BVT Call 240 BIIB 20.09.2024
/ DE000VM4Q834
BVT Call 240 BIIB 20.09.2024/ DE000VM4Q834 /
| 7/26/2024 8:00:24 PM |
Chg.-0.540 |
Bid9:55:41 PM |
Ask9:55:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-45.76% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM4Q83 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
-2.66 |
| Time value: |
0.63 |
| Break-even: |
227.38 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.29 |
| Theta: |
-0.12 |
| Omega: |
9.09 |
| Rho: |
0.08 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
0.640 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.69% |
| 1 Month |
|
|
-40.19% |
| 3 Months |
|
|
-4.48% |
| YTD |
|
|
-85.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.640 |
| 1M High / 1M Low: |
1.280 |
0.640 |
| 6M High / 6M Low: |
3.360 |
0.450 |
| High (YTD): |
1/2/2024 |
4.960 |
| Low (YTD): |
4/18/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.68% |
| Volatility 6M: |
|
221.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
