BVT Put 240 BIIB 17.01.2025
/ DE000VM9CX89
BVT Put 240 BIIB 17.01.2025/ DE000VM9CX89 /
| 2024-09-03 10:33:42 AM |
Chg.+0.020 |
Bid11:32:04 AM |
Ask11:32:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.430EUR |
+0.59% |
3.480
Bid Size: 11,000 |
3.720
Ask Size: 11,000 |
Biogen Inc |
240.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VM9CX8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
3.18 |
| Time value: |
0.46 |
| Break-even: |
180.46 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.23 |
| Spread %: |
6.74% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-3.53 |
| Rho: |
-0.61 |
Quote data
| Open: |
3.430 |
| High: |
3.430 |
| Low: |
3.430 |
| Previous Close: |
3.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.11% |
| 1 Month |
|
|
-11.37% |
| 3 Months |
|
|
+50.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.540 |
3.340 |
| 1M High / 1M Low: |
4.320 |
3.310 |
| 6M High / 6M Low: |
5.060 |
1.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.55% |
| Volatility 6M: |
|
116.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
