BVT Put 240 BIIB 20.09.2024
/ DE000VM36A64
BVT Put 240 BIIB 20.09.2024/ DE000VM36A64 /
| 2024-09-02 8:43:36 AM |
Chg.+0.04 |
Bid2:03:24 PM |
Ask2:03:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
+1.27% |
3.18
Bid Size: 14,000 |
3.28
Ask Size: 14,000 |
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: |
-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: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+2.91% |
| 3 Months |
|
|
+30.33% |
| YTD |
|
|
+80.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
3.11 |
| 1M High / 1M Low: |
3.83 |
3.02 |
| 6M High / 6M Low: |
4.82 |
1.37 |
| High (YTD): |
2024-04-19 |
4.82 |
| Low (YTD): |
2024-07-12 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.94% |
| Volatility 6M: |
|
166.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
