BVT Put 220 BIIB 20.09.2024
/ DE000VM36AF9
BVT Put 220 BIIB 20.09.2024/ DE000VM36AF9 /
| 03/09/2024 08:44:54 |
Chg.-0.02 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-1.38% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
220.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
1.38 |
| Time value: |
0.31 |
| Break-even: |
181.89 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.26 |
| Spread %: |
18.18% |
| Delta: |
-0.72 |
| Theta: |
-0.19 |
| Omega: |
-7.84 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.69% |
| 1 Month |
|
|
-16.37% |
| 3 Months |
|
|
+25.44% |
| YTD |
|
|
+15.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.44 |
| 1M High / 1M Low: |
2.28 |
1.37 |
| 6M High / 6M Low: |
3.29 |
0.66 |
| High (YTD): |
19/04/2024 |
3.29 |
| Low (YTD): |
12/07/2024 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.16% |
| Volatility 6M: |
|
194.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
