BVT Put 260 BIIB 20.09.2024
/ DE000VM36A49
BVT Put 260 BIIB 20.09.2024/ DE000VM36A49 /
| 2024-07-26 8:43:42 AM |
Chg.-0.09 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
-2.62% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
260.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36A4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 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: |
-4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
4.50 |
| Time value: |
0.12 |
| Break-even: |
193.30 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
-0.85 |
| Theta: |
-0.05 |
| Omega: |
-3.58 |
| Rho: |
-0.32 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.91% |
| 1 Month |
|
|
+6.71% |
| 3 Months |
|
|
-29.54% |
| YTD |
|
|
+38.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
3.31 |
| 1M High / 1M Low: |
3.62 |
2.56 |
| 6M High / 6M Low: |
6.59 |
2.56 |
| High (YTD): |
2024-04-19 |
6.59 |
| Low (YTD): |
2024-01-02 |
2.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.23% |
| Volatility 6M: |
|
126.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
