BVT Put 240 BIIB 20.09.2024
/ DE000VM3MKE8
BVT Put 240 BIIB 20.09.2024/ DE000VM3MKE8 /
| 12/07/2024 08:54:19 |
Chg.-0.022 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-14.47% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.03 |
| Time value: |
0.11 |
| Break-even: |
206.71 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.49 |
| Theta: |
-0.08 |
| Omega: |
-7.57 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.152 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
-63.89% |
| YTD |
|
|
-23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.152 |
| 1M High / 1M Low: |
0.211 |
0.149 |
| 6M High / 6M Low: |
0.470 |
0.148 |
| High (YTD): |
19/04/2024 |
0.470 |
| Low (YTD): |
06/06/2024 |
0.148 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.54% |
| Volatility 6M: |
|
146.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
