BVT Put 250 BIIB 20.09.2024/  DE000VM3MKH1  /

EUWAX
2024-07-05  8:55:17 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 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: -8.01
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.22
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 0.22
Time value: 0.04
Break-even: 204.64
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.71
Theta: -0.05
Omega: -5.69
Rho: -0.36
 

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  
+11.59%
1 Month  
+30.00%
3 Months
  -38.10%
YTD  
+30.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.213
1M High / 1M Low: 0.280 0.200
6M High / 6M Low: 0.560 0.200
High (YTD): 2024-04-19 0.560
Low (YTD): 2024-01-02 0.189
52W High: - -
52W Low: - -
Avg. price 1W:   0.239
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.52%
Volatility 6M:   132.70%
Volatility 1Y:   -
Volatility 3Y:   -