BVT Put 240 BIIB 20.09.2024
/ DE000VM3MKE8
BVT Put 240 BIIB 20.09.2024/ DE000VM3MKE8 /
| 2024-06-27 8:53:31 AM |
Chg.-0.008 |
Bid1:30:12 PM |
Ask1:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
-3.98% |
0.194
Bid Size: 181,000 |
0.204
Ask Size: 181,000 |
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: |
-10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.05 |
| Break-even: |
204.72 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.63 |
| Theta: |
-0.05 |
| Omega: |
-6.59 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.193 |
| Previous Close: |
0.201 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.53% |
| 1 Month |
|
|
-22.80% |
| 3 Months |
|
|
-33.45% |
| YTD |
|
|
+14.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.172 |
| 1M High / 1M Low: |
0.270 |
0.148 |
| 6M High / 6M Low: |
0.470 |
0.148 |
| High (YTD): |
2024-04-19 |
0.470 |
| Low (YTD): |
2024-06-06 |
0.148 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.18% |
| Volatility 6M: |
|
141.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
