BVT Put 185 BIIB 20.12.2024
/ DE000VM8GN21
BVT Put 185 BIIB 20.12.2024/ DE000VM8GN21 /
7/11/2024 8:00:17 PM |
Chg.-0.040 |
Bid8:00:23 AM |
Ask8:00:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-10.81% |
0.320 Bid Size: 9,400 |
0.350 Ask Size: 9,400 |
Biogen Inc |
185.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
VM8GN2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
185.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/15/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-56.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.22 |
Parity: |
-4.41 |
Time value: |
0.38 |
Break-even: |
166.97 |
Moneyness: |
0.79 |
Premium: |
0.22 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
-0.13 |
Theta: |
-0.03 |
Omega: |
-7.33 |
Rho: |
-0.14 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.330 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
-76.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.330 |
1M High / 1M Low: |
0.540 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.462 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |