BVT Put 230 BIIB 20.12.2024
/ DE000VM7SBX5
BVT Put 230 BIIB 20.12.2024/ DE000VM7SBX5 /
| 11/19/2024 8:21:34 AM |
Chg.+0.16 |
Bid3:25:02 PM |
Ask3:25:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.78EUR |
+2.42% |
6.82
Bid Size: 1,800 |
6.92
Ask Size: 1,800 |
Biogen Inc |
230.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VM7SBX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.80 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.24 |
| Parity: |
6.80 |
| Time value: |
0.01 |
| Break-even: |
148.99 |
| Moneyness: |
1.46 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
-0.95 |
| Theta: |
-0.04 |
| Omega: |
-2.08 |
| Rho: |
-0.18 |
Quote data
| Open: |
6.78 |
| High: |
6.78 |
| Low: |
6.78 |
| Previous Close: |
6.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.63% |
| 1 Month |
|
|
+78.42% |
| 3 Months |
|
|
+133.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.62 |
5.44 |
| 1M High / 1M Low: |
6.62 |
3.76 |
| 6M High / 6M Low: |
6.62 |
1.42 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.99% |
| Volatility 6M: |
|
119.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
