BVT Put 195 BIIB 20.09.2024
/ DE000VM36BA8
BVT Put 195 BIIB 20.09.2024/ DE000VM36BA8 /
| 02/09/2024 08:43:35 |
Chg.-0.010 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
195.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM36BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-0.88 |
| Time value: |
0.28 |
| Break-even: |
173.76 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
2.44 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.27 |
| Theta: |
-0.14 |
| Omega: |
-17.76 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-62.86% |
| 3 Months |
|
|
-55.17% |
| YTD |
|
|
-66.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.960 |
0.270 |
| 6M High / 6M Low: |
1.800 |
0.182 |
| High (YTD): |
19/04/2024 |
1.800 |
| Low (YTD): |
12/07/2024 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.95% |
| Volatility 6M: |
|
279.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
