BVT Put 185 BIIB 20.12.2024
/ DE000VM8GN21
BVT Put 185 BIIB 20.12.2024/ DE000VM8GN21 /
2024-10-07 8:52:06 AM |
Chg.-0.09 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-7.50% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
185.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-01-15 |
Last trading day: |
2024-12-20 |
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: |
|
- |