BVT Put 230 BIIB 20.09.2024
/ DE000VM36A80
BVT Put 230 BIIB 20.09.2024/ DE000VM36A80 /
9/3/2024 8:44:52 AM |
Chg.-0.02 |
Bid1:57:09 PM |
Ask1:57:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
-0.88% |
2.31 Bid Size: 14,000 |
2.50 Ask Size: 14,000 |
Biogen Inc |
230.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM36A8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/19/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.28 |
Intrinsic value: |
2.28 |
Implied volatility: |
0.63 |
Historic volatility: |
0.23 |
Parity: |
2.28 |
Time value: |
0.26 |
Break-even: |
182.42 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.28 |
Spread %: |
12.39% |
Delta: |
-0.78 |
Theta: |
-0.20 |
Omega: |
-5.69 |
Rho: |
-0.08 |
Quote data
Open: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.89% |
1 Month |
|
|
-3.83% |
3 Months |
|
|
+45.81% |
YTD |
|
|
+52.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.39 |
2.24 |
1M High / 1M Low: |
3.00 |
2.14 |
6M High / 6M Low: |
4.02 |
0.97 |
High (YTD): |
4/19/2024 |
4.02 |
Low (YTD): |
7/12/2024 |
0.97 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.25% |
Volatility 6M: |
|
180.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |