BVT Put 200 BIIB 20.12.2024
/ DE000VM7SBS5
BVT Put 200 BIIB 20.12.2024/ DE000VM7SBS5 /
| 18/10/2024 19:52:51 |
Chg.-0.060 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-3.61% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
200.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM7SBS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.91 |
| Time value: |
0.73 |
| Break-even: |
167.63 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
-0.57 |
| Theta: |
-0.08 |
| Omega: |
-6.12 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.690 |
| High: |
1.690 |
| Low: |
1.600 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+56.86% |
| 3 Months |
|
|
+92.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.490 |
| 1M High / 1M Low: |
2.070 |
1.020 |
| 6M High / 6M Low: |
2.270 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.94% |
| Volatility 6M: |
|
147.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
