BVT Put 250 BIIB 20.12.2024
/ DE000VM7SB14
BVT Put 250 BIIB 20.12.2024/ DE000VM7SB14 /
| 15/10/2024 08:22:38 |
Chg.-0.26 |
Bid12:16:18 |
Ask12:16:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
-4.62% |
5.34
Bid Size: 10,000 |
5.45
Ask Size: 10,000 |
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: |
-3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.36 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
5.36 |
| Time value: |
0.01 |
| Break-even: |
175.47 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
-0.90 |
| Theta: |
-0.03 |
| Omega: |
-2.94 |
| Rho: |
-0.38 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.39% |
| 1 Month |
|
|
+14.01% |
| 3 Months |
|
|
+103.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.20 |
5.61 |
| 1M High / 1M Low: |
6.20 |
4.40 |
| 6M High / 6M Low: |
6.20 |
2.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.96% |
| Volatility 6M: |
|
109.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
