BVT Put 250 BIIB 20.12.2024
/ DE000VM7SB14
BVT Put 250 BIIB 20.12.2024/ DE000VM7SB14 /
| 19/11/2024 17:06:30 |
Chg.+0.090 |
Bid17:48:38 |
Ask17:48:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.770EUR |
+1.04% |
8.830
Bid Size: 44,000 |
8.850
Ask Size: 44,000 |
Biogen Inc |
250.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
VM7SB1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.69 |
| Intrinsic value: |
8.69 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
8.69 |
| Time value: |
0.00 |
| Break-even: |
149.07 |
| Moneyness: |
1.58 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
-0.96 |
| Theta: |
-0.04 |
| Omega: |
-1.64 |
| Rho: |
-0.19 |
Quote data
| Open: |
8.700 |
| High: |
8.770 |
| Low: |
8.690 |
| Previous Close: |
8.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.79% |
| 1 Month |
|
|
+59.75% |
| 3 Months |
|
|
+113.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.680 |
7.640 |
| 1M High / 1M Low: |
8.680 |
5.910 |
| 6M High / 6M Low: |
8.680 |
2.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.54% |
| Volatility 6M: |
|
104.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
