BVT Put 250 BIIB 20.09.2024
/ DE000VM36AA0
BVT Put 250 BIIB 20.09.2024/ DE000VM36AA0 /
| 2024-06-27 2:01:10 PM |
Chg.-0.070 |
Bid3:49:17 PM |
Ask3:49:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
-2.53% |
2.600
Bid Size: 38,000 |
2.630
Ask Size: 38,000 |
Biogen Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36AA |
| 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: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
2.39 |
| Time value: |
0.29 |
| Break-even: |
207.28 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.13% |
| Delta: |
-0.73 |
| Theta: |
-0.04 |
| Omega: |
-5.69 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.680 |
| High: |
2.700 |
| Low: |
2.680 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-16.41% |
| 3 Months |
|
|
-25.21% |
| YTD |
|
|
+29.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.460 |
| 1M High / 1M Low: |
3.440 |
2.040 |
| 6M High / 6M Low: |
5.610 |
1.940 |
| High (YTD): |
2024-04-18 |
5.610 |
| Low (YTD): |
2024-01-02 |
1.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.75% |
| Volatility 6M: |
|
117.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
