BVT Call 240 BIIB 20.12.2024
/ DE000VM92PW5
BVT Call 240 BIIB 20.12.2024/ DE000VM92PW5 /
| 2024-07-11 8:54:10 AM |
Chg.+0.17 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+10.49% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM92PW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-0.67 |
| Time value: |
1.85 |
| Break-even: |
240.04 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.65% |
| Delta: |
0.52 |
| Theta: |
-0.07 |
| Omega: |
6.05 |
| Rho: |
0.41 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.13% |
| 1 Month |
|
|
-2.72% |
| 3 Months |
|
|
+58.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.49 |
| 1M High / 1M Low: |
2.08 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
