BVT Put 240 BIIB 20.09.2024
/ DE000VM36A64
BVT Put 240 BIIB 20.09.2024/ DE000VM36A64 /
9/2/2024 7:41:12 PM |
Chg.-0.150 |
Bid9:10:30 AM |
Ask9:10:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.160EUR |
-4.53% |
3.170 Bid Size: 9,000 |
3.450 Ask Size: 9,000 |
Biogen Inc |
240.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/19/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
3.19 |
Implied volatility: |
0.48 |
Historic volatility: |
0.23 |
Parity: |
3.19 |
Time value: |
0.03 |
Break-even: |
185.10 |
Moneyness: |
1.17 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.63% |
Delta: |
-0.92 |
Theta: |
-0.06 |
Omega: |
-5.30 |
Rho: |
-0.10 |
Quote data
Open: |
3.170 |
High: |
3.190 |
Low: |
3.160 |
Previous Close: |
3.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.39% |
1 Month |
|
|
-5.95% |
3 Months |
|
|
+76.54% |
YTD |
|
|
+79.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.340 |
3.060 |
1M High / 1M Low: |
3.870 |
3.010 |
6M High / 6M Low: |
4.770 |
1.370 |
High (YTD): |
4/18/2024 |
4.770 |
Low (YTD): |
7/11/2024 |
1.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.353 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.668 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.21% |
Volatility 6M: |
|
166.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |