BVT Put 220 BIIB 20.09.2024
/ DE000VM3MJC4
BVT Put 220 BIIB 20.09.2024/ DE000VM3MJC4 /
| 2024-07-29 8:53:49 AM |
Chg.+0.061 |
Bid5:46:31 PM |
Ask5:46:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.164EUR |
+59.22% |
0.153
Bid Size: 250,000 |
0.163
Ask Size: 250,000 |
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: |
-11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.09 |
| Break-even: |
185.11 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
6.02% |
| Delta: |
-0.55 |
| Theta: |
-0.11 |
| Omega: |
-6.05 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.164 |
| High: |
0.164 |
| Low: |
0.164 |
| Previous Close: |
0.103 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.07% |
| 1 Month |
|
|
+107.59% |
| 3 Months |
|
|
-6.29% |
| YTD |
|
|
+40.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.097 |
| 1M High / 1M Low: |
0.113 |
0.059 |
| 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: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.17% |
| Volatility 6M: |
|
180.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
