BVT Put 185 BIIB 20.12.2024
/ DE000VM8GN21
BVT Put 185 BIIB 20.12.2024/ DE000VM8GN21 /
| 11/8/2024 9:10:35 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+2.24% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
1.12 |
| Time value: |
0.28 |
| Break-even: |
158.61 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
-0.69 |
| Theta: |
-0.07 |
| Omega: |
-7.97 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.46% |
| 1 Month |
|
|
+12.30% |
| 3 Months |
|
|
+45.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.19 |
| 1M High / 1M Low: |
1.53 |
0.88 |
| 6M High / 6M Low: |
1.53 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.43% |
| Volatility 6M: |
|
181.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
