BVT Put 260 BIIB 17.01.2025
/ DE000VM9CY62
BVT Put 260 BIIB 17.01.2025/ DE000VM9CY62 /
2024-09-03 10:33:19 AM |
Chg.+0.020 |
Bid12:02:02 PM |
Ask12:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.000EUR |
+0.40% |
5.070 Bid Size: 9,000 |
5.350 Ask Size: 9,000 |
Biogen Inc |
260.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
VM9CY6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-01-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.99 |
Intrinsic value: |
4.99 |
Implied volatility: |
0.43 |
Historic volatility: |
0.23 |
Parity: |
4.99 |
Time value: |
0.27 |
Break-even: |
182.33 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.28 |
Spread %: |
5.62% |
Delta: |
-0.77 |
Theta: |
-0.04 |
Omega: |
-2.70 |
Rho: |
-0.73 |
Quote data
Open: |
5.000 |
High: |
5.000 |
Low: |
5.000 |
Previous Close: |
4.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.15% |
1 Month |
|
|
-6.19% |
3 Months |
|
|
+44.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.110 |
4.880 |
1M High / 1M Low: |
5.820 |
4.820 |
6M High / 6M Low: |
6.600 |
3.030 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.212 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.487 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.40% |
Volatility 6M: |
|
99.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |