BVT Call 270 BIIB 20.12.2024
/ DE000VM7SC21
BVT Call 270 BIIB 20.12.2024/ DE000VM7SC21 /
| 2024-07-11 8:23:29 AM |
Chg.+0.070 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+8.54% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM7SC2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-3.44 |
| Time value: |
0.94 |
| Break-even: |
258.63 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
0.32 |
| Theta: |
-0.06 |
| Omega: |
7.43 |
| Rho: |
0.27 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.66% |
| 1 Month |
|
|
+3.49% |
| 3 Months |
|
|
+39.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.760 |
| 1M High / 1M Low: |
1.070 |
0.660 |
| 6M High / 6M Low: |
3.020 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.81% |
| Volatility 6M: |
|
175.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
