BVT Put 250 BIIB 20.09.2024/  DE000VM3MKH1  /

EUWAX
2024-07-26  8:54:48 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% -
Bid Size: -
-
Ask Size: -
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: 0.45
Historic volatility: 0.23
Parity: 0.36
Time value: 0.02
Break-even: 192.29
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: -4.10
Rho: -0.29
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.59%
3 Months
  -39.53%
YTD  
+30.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.280 0.185
6M High / 6M Low: 0.560 0.185
High (YTD): 2024-04-19 0.560
Low (YTD): 2024-07-12 0.185
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.02%
Volatility 6M:   142.45%
Volatility 1Y:   -
Volatility 3Y:   -