BVT Call 260 BIIB 20.12.2024
/ DE000VM7SCM6
BVT Call 260 BIIB 20.12.2024/ DE000VM7SCM6 /
10/15/2024 8:22:38 AM |
Chg.-0.012 |
Bid1:18:52 PM |
Ask1:18:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
-17.91% |
0.057 Bid Size: 18,000 |
0.075 Ask Size: 18,000 |
Biogen Inc |
260.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VM7SCM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/3/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
237.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.24 |
Parity: |
-6.27 |
Time value: |
0.07 |
Break-even: |
239.08 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
4.51 |
Spread abs.: |
0.02 |
Spread %: |
32.14% |
Delta: |
0.06 |
Theta: |
-0.03 |
Omega: |
13.83 |
Rho: |
0.02 |
Quote data
Open: |
0.055 |
High: |
0.055 |
Low: |
0.055 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
-43.88% |
3 Months |
|
|
-94.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.067 |
0.028 |
1M High / 1M Low: |
0.163 |
0.028 |
6M High / 6M Low: |
1.630 |
0.028 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.698 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
598.34% |
Volatility 6M: |
|
293.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |