BVT Put 240 BIIB 20.09.2024
/ DE000VM3MKE8
BVT Put 240 BIIB 20.09.2024/ DE000VM3MKE8 /
2024-07-05 8:01:36 PM |
Chg.-0.007 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.184EUR |
-3.66% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
240.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3MKE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
0.13 |
Time value: |
0.06 |
Break-even: |
201.71 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
5.35% |
Delta: |
-0.61 |
Theta: |
-0.07 |
Omega: |
-6.43 |
Rho: |
-0.30 |
Quote data
Open: |
0.195 |
High: |
0.200 |
Low: |
0.184 |
Previous Close: |
0.191 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.84% |
1 Month |
|
|
+17.95% |
3 Months |
|
|
-48.89% |
YTD |
|
|
+8.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.195 |
0.160 |
1M High / 1M Low: |
0.202 |
0.155 |
6M High / 6M Low: |
0.470 |
0.145 |
High (YTD): |
2024-04-18 |
0.470 |
Low (YTD): |
2024-06-05 |
0.145 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.183 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.240 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.37% |
Volatility 6M: |
|
135.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |