BVT Put 250 BIIB 20.09.2024
/ DE000VM36AA0
BVT Put 250 BIIB 20.09.2024/ DE000VM36AA0 /
| 6/28/2024 8:01:55 PM |
Chg.-0.100 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
-4.08% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
250.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
1.70 |
| Time value: |
0.56 |
| Break-even: |
210.74 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
-0.64 |
| Theta: |
-0.06 |
| Omega: |
-6.12 |
| Rho: |
-0.37 |
Quote data
| Open: |
2.400 |
| High: |
2.400 |
| Low: |
2.090 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.60% |
| 1 Month |
|
|
-26.79% |
| 3 Months |
|
|
-33.05% |
| YTD |
|
|
+12.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.350 |
| 1M High / 1M Low: |
3.210 |
2.040 |
| 6M High / 6M Low: |
5.610 |
1.940 |
| High (YTD): |
4/18/2024 |
5.610 |
| Low (YTD): |
1/2/2024 |
1.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.85% |
| Volatility 6M: |
|
119.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
