BVT Call 270 BIIB 20.09.2024
/ DE000VM36A56
BVT Call 270 BIIB 20.09.2024/ DE000VM36A56 /
| 6/28/2024 7:55:40 PM |
Chg.+0.080 |
Bid9:57:48 PM |
Ask9:57:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+26.67% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
-3.56 |
| Time value: |
0.46 |
| Break-even: |
256.61 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.23 |
| Theta: |
-0.07 |
| Omega: |
10.77 |
| Rho: |
0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.460 |
| Low: |
0.340 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.12% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
-11.63% |
| YTD |
|
|
-86.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.190 |
| 1M High / 1M Low: |
0.650 |
0.190 |
| 6M High / 6M Low: |
3.260 |
0.161 |
| High (YTD): |
1/3/2024 |
3.260 |
| Low (YTD): |
4/18/2024 |
0.161 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.846 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.93% |
| Volatility 6M: |
|
265.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
