BVT Call 260 BIIB 20.09.2024
/ DE000VM38453
BVT Call 260 BIIB 20.09.2024/ DE000VM38453 /
| 29/07/2024 09:48:14 |
Chg.-0.330 |
Bid11:45:59 |
Ask11:45:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-50.77% |
0.310
Bid Size: 16,000 |
0.330
Ask Size: 16,000 |
Biogen Inc |
260.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3845 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
-4.50 |
| Time value: |
0.33 |
| Break-even: |
242.87 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
3.60 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.18 |
| Theta: |
-0.10 |
| Omega: |
10.32 |
| Rho: |
0.04 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.62% |
| 1 Month |
|
|
-36.00% |
| 3 Months |
|
|
-3.03% |
| YTD |
|
|
-90.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.400 |
| 1M High / 1M Low: |
0.680 |
0.360 |
| 6M High / 6M Low: |
2.310 |
0.222 |
| High (YTD): |
03/01/2024 |
3.750 |
| Low (YTD): |
19/04/2024 |
0.222 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.78% |
| Volatility 6M: |
|
266.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
