BVT Put 220 BIIB 20.09.2024
/ DE000VM36AF9
BVT Put 220 BIIB 20.09.2024/ DE000VM36AF9 /
| 2024-07-26 7:44:03 PM |
Chg.+0.710 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
+74.74% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
220.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36AF |
| 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: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
0.81 |
| Time value: |
0.95 |
| Break-even: |
185.06 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
-0.55 |
| Theta: |
-0.11 |
| Omega: |
-6.04 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.100 |
| High: |
1.670 |
| Low: |
1.100 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.14% |
| 1 Month |
|
|
+102.44% |
| 3 Months |
|
|
-9.78% |
| YTD |
|
|
+32.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
0.950 |
| 1M High / 1M Low: |
1.660 |
0.660 |
| 6M High / 6M Low: |
3.250 |
0.660 |
| High (YTD): |
2024-04-18 |
3.250 |
| Low (YTD): |
2024-07-11 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.35% |
| Volatility 6M: |
|
182.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
