BVT Put 210 BIIB 20.12.2024
/ DE000VM7SCC7
BVT Put 210 BIIB 20.12.2024/ DE000VM7SCC7 /
| 19/11/2024 14:02:21 |
Chg.0.000 |
Bid14:20:15 |
Ask14:20:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
0.00% |
4.950
Bid Size: 18,000 |
5.010
Ask Size: 18,000 |
Biogen Inc |
210.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM7SCC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 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: |
-3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.91 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
4.91 |
| Time value: |
0.01 |
| Break-even: |
149.01 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
-0.94 |
| Theta: |
-0.03 |
| Omega: |
-2.86 |
| Rho: |
-0.16 |
Quote data
| Open: |
4.920 |
| High: |
4.920 |
| Low: |
4.910 |
| Previous Close: |
4.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.20% |
| 1 Month |
|
|
+121.17% |
| 3 Months |
|
|
+231.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
3.860 |
| 1M High / 1M Low: |
4.910 |
2.470 |
| 6M High / 6M Low: |
4.910 |
0.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.816 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.97% |
| Volatility 6M: |
|
133.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
