BVT Put 220 BIIB 20.12.2024
/ DE000VM7SBU1
BVT Put 220 BIIB 20.12.2024/ DE000VM7SBU1 /
| 08/11/2024 20:04:38 |
Chg.+0.150 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.410EUR |
+3.52% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
220.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM7SBU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 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: |
-3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
4.38 |
| Time value: |
0.02 |
| Break-even: |
161.27 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
-0.92 |
| Theta: |
-0.03 |
| Omega: |
-3.37 |
| Rho: |
-0.22 |
Quote data
| Open: |
4.230 |
| High: |
4.430 |
| Low: |
4.210 |
| Previous Close: |
4.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.01% |
| 1 Month |
|
|
+36.96% |
| 3 Months |
|
|
+86.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.410 |
3.980 |
| 1M High / 1M Low: |
4.410 |
2.800 |
| 6M High / 6M Low: |
4.410 |
1.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.79% |
| Volatility 6M: |
|
129.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
