BVT Put 185 BIIB 20.12.2024
/ DE000VM8GN21
BVT Put 185 BIIB 20.12.2024/ DE000VM8GN21 /
| 7/17/2024 8:54:01 AM |
Chg.-0.010 |
Bid12:09:44 PM |
Ask12:09:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-2.00% |
0.480
Bid Size: 15,000 |
0.510
Ask Size: 15,000 |
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: |
-40.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-3.67 |
| Time value: |
0.51 |
| Break-even: |
164.59 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
-0.17 |
| Theta: |
-0.04 |
| Omega: |
-6.71 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.51% |
| 1 Month |
|
|
+13.95% |
| 3 Months |
|
|
-67.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.320 |
| 1M High / 1M Low: |
0.560 |
0.320 |
| 6M High / 6M Low: |
1.710 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.51% |
| Volatility 6M: |
|
170.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
