BVT Put 200 BIIB 20.12.2024
/ DE000VM7SBS5
BVT Put 200 BIIB 20.12.2024/ DE000VM7SBS5 /
9/18/2024 1:54:19 PM |
Chg.-0.010 |
Bid1:54:19 PM |
Ask1:54:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
-0.84% |
1.180 Bid Size: 29,000 |
1.220 Ask Size: 29,000 |
Biogen Inc |
200.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/3/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.16 |
Time value: |
1.03 |
Break-even: |
167.92 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
1.71% |
Delta: |
-0.47 |
Theta: |
-0.05 |
Omega: |
-7.00 |
Rho: |
-0.24 |
Quote data
Open: |
1.170 |
High: |
1.180 |
Low: |
1.170 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.60% |
1 Month |
|
|
-1.67% |
3 Months |
|
|
+40.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
1.190 |
1M High / 1M Low: |
1.310 |
0.990 |
6M High / 6M Low: |
2.340 |
0.580 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.175 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.60% |
Volatility 6M: |
|
139.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |