BVT Put 270 BIIB 20.09.2024
/ DE000VM3XRL5
BVT Put 270 BIIB 20.09.2024/ DE000VM3XRL5 /
| 03/09/2024 08:57:34 |
Chg.0.000 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3XRL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.23 |
| Parity: |
0.59 |
| Time value: |
0.03 |
| Break-even: |
181.96 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
-0.84 |
| Theta: |
-0.31 |
| Omega: |
-2.51 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
+7.27% |
| 3 Months |
|
|
+40.48% |
| YTD |
|
|
+110.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.580 |
| 1M High / 1M Low: |
0.650 |
0.570 |
| 6M High / 6M Low: |
0.750 |
0.320 |
| High (YTD): |
19/04/2024 |
0.750 |
| Low (YTD): |
02/01/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.83% |
| Volatility 6M: |
|
122.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
