BVT Put 210 BIIB 20.09.2024
/ DE000VM3MH83
BVT Put 210 BIIB 20.09.2024/ DE000VM3MH83 /
| 8/9/2024 7:41:06 PM |
Chg.-0.007 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
-5.69% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
210.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MH8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.06 |
| Break-even: |
179.18 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
8.20% |
| Delta: |
-0.58 |
| Theta: |
-0.10 |
| Omega: |
-8.17 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.116 |
| High: |
0.127 |
| Low: |
0.116 |
| Previous Close: |
0.123 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.94% |
| 1 Month |
|
|
+176.19% |
| 3 Months |
|
|
+19.59% |
| YTD |
|
|
+19.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.159 |
0.116 |
| 1M High / 1M Low: |
0.159 |
0.035 |
| 6M High / 6M Low: |
0.250 |
0.035 |
| High (YTD): |
4/18/2024 |
0.250 |
| Low (YTD): |
7/11/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.63% |
| Volatility 6M: |
|
225.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
