BVT Put 220 BIIB 20.09.2024
/ DE000VM3MJC4
BVT Put 220 BIIB 20.09.2024/ DE000VM3MJC4 /
2024-09-02 8:55:03 AM |
Chg.+0.003 |
Bid2:04:58 PM |
Ask2:04:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.141EUR |
+2.17% |
0.140 Bid Size: 150,000 |
0.150 Ask Size: 150,000 |
Biogen Inc |
220.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3MJC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
0.14 |
Time value: |
0.01 |
Break-even: |
183.99 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
7.04% |
Delta: |
-0.79 |
Theta: |
-0.11 |
Omega: |
-9.63 |
Rho: |
-0.08 |
Quote data
Open: |
0.141 |
High: |
0.141 |
Low: |
0.141 |
Previous Close: |
0.138 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.17% |
1 Month |
|
|
-10.19% |
3 Months |
|
|
+11.02% |
YTD |
|
|
+20.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.152 |
0.138 |
1M High / 1M Low: |
0.220 |
0.130 |
6M High / 6M Low: |
0.320 |
0.059 |
High (YTD): |
2024-04-19 |
0.320 |
Low (YTD): |
2024-07-12 |
0.059 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.143 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.143 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.87% |
Volatility 6M: |
|
205.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |