BVT Put 240 BIIB 20.09.2024
/ DE000VM36A64
BVT Put 240 BIIB 20.09.2024/ DE000VM36A64 /
| 2024-07-26 7:43:52 PM |
Chg.+1.170 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+66.86% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36A6 |
| 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: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
2.66 |
| Time value: |
0.39 |
| Break-even: |
190.58 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
-0.73 |
| Theta: |
-0.09 |
| Omega: |
-4.66 |
| Rho: |
-0.26 |
Quote data
| Open: |
2.010 |
| High: |
2.950 |
| Low: |
2.010 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.84% |
| 1 Month |
|
|
+71.76% |
| 3 Months |
|
|
-7.30% |
| YTD |
|
|
+65.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
1.750 |
| 1M High / 1M Low: |
2.920 |
1.370 |
| 6M High / 6M Low: |
4.770 |
1.370 |
| High (YTD): |
2024-04-18 |
4.770 |
| Low (YTD): |
2024-07-11 |
1.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.908 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.09% |
| Volatility 6M: |
|
167.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
