BVT Call 270 BIIB 20.09.2024
/ DE000VM36A56
BVT Call 270 BIIB 20.09.2024/ DE000VM36A56 /
2024-08-09 7:52:52 PM |
Chg.-0.010 |
Bid9:57:28 PM |
Ask9:57:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
-22.22% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
270.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM36A5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
528.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
-6.23 |
Time value: |
0.04 |
Break-even: |
247.70 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
12.41 |
Spread abs.: |
0.02 |
Spread %: |
118.75% |
Delta: |
0.03 |
Theta: |
-0.03 |
Omega: |
17.81 |
Rho: |
0.01 |
Quote data
Open: |
0.062 |
High: |
0.062 |
Low: |
0.020 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-74.64% |
1 Month |
|
|
-91.25% |
3 Months |
|
|
-93.27% |
YTD |
|
|
-98.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.028 |
1M High / 1M Low: |
0.480 |
0.028 |
6M High / 6M Low: |
1.710 |
0.028 |
High (YTD): |
2024-01-03 |
3.260 |
Low (YTD): |
2024-08-07 |
0.028 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.429 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
490.19% |
Volatility 6M: |
|
333.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |