BVT Call 270 BIIB 20.12.2024
/ DE000VM7SC21
BVT Call 270 BIIB 20.12.2024/ DE000VM7SC21 /
| 8/8/2024 8:22:19 AM |
Chg.0.000 |
Bid5:40:30 PM |
Ask5:40:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.310
Bid Size: 68,000 |
0.330
Ask Size: 68,000 |
Biogen Inc |
270.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-6.43 |
| Time value: |
0.33 |
| Break-even: |
250.38 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
8.51 |
| Rho: |
0.09 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.33% |
| 1 Month |
|
|
-59.21% |
| 3 Months |
|
|
-63.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.310 |
| 1M High / 1M Low: |
1.030 |
0.310 |
| 6M High / 6M Low: |
2.460 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.25% |
| Volatility 6M: |
|
198.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
