BVT Put 250 BIIB 20.09.2024
/ DE000VM3MKH1
BVT Put 250 BIIB 20.09.2024/ DE000VM3MKH1 /
| 2024-07-26 8:00:31 PM |
Chg.+0.127 |
Bid9:10:10 AM |
Ask9:10:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+54.51% |
0.370
Bid Size: 91,000 |
0.390
Ask Size: 91,000 |
Biogen Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MKH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
0.36 |
| Time value: |
0.02 |
| Break-even: |
192.35 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.80 |
| Theta: |
-0.07 |
| Omega: |
-4.11 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.270 |
| High: |
0.370 |
| Low: |
0.270 |
| Previous Close: |
0.233 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
+57.89% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
+79.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.233 |
| 1M High / 1M Low: |
0.360 |
0.184 |
| 6M High / 6M Low: |
0.560 |
0.184 |
| High (YTD): |
2024-04-18 |
0.560 |
| Low (YTD): |
2024-07-11 |
0.184 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.277 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.13% |
| Volatility 6M: |
|
153.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
