BVT Call 300 BIIB 20.12.2024
/ DE000VM7SC05
BVT Call 300 BIIB 20.12.2024/ DE000VM7SC05 /
| 8/8/2024 7:54:02 PM |
Chg.+0.028 |
Bid8:20:59 PM |
Ask8:20:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
+22.58% |
0.146
Bid Size: 68,000 |
0.165
Ask Size: 68,000 |
Biogen Inc |
300.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VM7SC0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
120.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-9.17 |
| Time value: |
0.15 |
| Break-even: |
276.06 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
2.07 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
9.53 |
| Rho: |
0.05 |
Quote data
| Open: |
0.131 |
| High: |
0.152 |
| Low: |
0.111 |
| Previous Close: |
0.124 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.48% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-66.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.183 |
0.124 |
| 1M High / 1M Low: |
0.600 |
0.124 |
| 6M High / 6M Low: |
1.520 |
0.124 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.151 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.80% |
| Volatility 6M: |
|
242.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
