BVT Put 185 BIIB 20.12.2024
/ DE000VM8GN21
BVT Put 185 BIIB 20.12.2024/ DE000VM8GN21 /
| 07/10/2024 08:52:06 |
Chg.-0.09 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
185.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-0.06 |
| Time value: |
1.13 |
| Break-even: |
157.33 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
-0.44 |
| Theta: |
-0.07 |
| Omega: |
-6.61 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.16% |
| 1 Month |
|
|
+63.24% |
| 3 Months |
|
|
+117.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.77 |
| 1M High / 1M Low: |
1.20 |
0.60 |
| 6M High / 6M Low: |
1.71 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.93% |
| Volatility 6M: |
|
175.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
