BVT Put 190 BIIB 17.01.2025
/ DE000VM9CYG2
BVT Put 190 BIIB 17.01.2025/ DE000VM9CYG2 /
| 2024-11-08 8:37:18 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+1.63% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
190.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VM9CYG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
1.58 |
| Time value: |
0.33 |
| Break-even: |
158.18 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
-0.70 |
| Theta: |
-0.05 |
| Omega: |
-5.89 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.50% |
| 1 Month |
|
|
+19.11% |
| 3 Months |
|
|
+50.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.65 |
| 1M High / 1M Low: |
2.00 |
1.17 |
| 6M High / 6M Low: |
2.00 |
0.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.73% |
| Volatility 6M: |
|
154.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
