BVT Put 250 BIIB 20.09.2024
/ DE000VM3MKH1
BVT Put 250 BIIB 20.09.2024/ DE000VM3MKH1 /
02/09/2024 08:55:03 |
Chg.+0.010 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+2.50% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
250.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.69 |
Historic volatility: |
0.23 |
Parity: |
0.41 |
Time value: |
0.01 |
Break-even: |
184.35 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
-0.89 |
Theta: |
-0.13 |
Omega: |
-3.92 |
Rho: |
-0.10 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.50% |
1 Month |
|
|
+10.81% |
3 Months |
|
|
+36.67% |
YTD |
|
|
+105.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.400 |
1M High / 1M Low: |
0.460 |
0.370 |
6M High / 6M Low: |
0.560 |
0.185 |
High (YTD): |
19/04/2024 |
0.560 |
Low (YTD): |
12/07/2024 |
0.185 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.420 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.330 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.81% |
Volatility 6M: |
|
150.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |