BVT Call 190 BIIB 21.06.2024
/ DE000VD4LJY9
BVT Call 190 BIIB 21.06.2024/ DE000VD4LJY9 /
| 2024-05-31 12:54:17 PM |
Chg.+0.59 |
Bid1:06:03 PM |
Ask1:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
+25.99% |
2.88
Bid Size: 8,000 |
3.03
Ask Size: 8,000 |
Biogen Inc |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD4LJY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
2.78 |
| Time value: |
0.13 |
| Break-even: |
204.52 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.04% |
| Delta: |
0.91 |
| Theta: |
-0.10 |
| Omega: |
6.38 |
| Rho: |
0.09 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.25% |
| 1 Month |
|
|
+5.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.27 |
| 1M High / 1M Low: |
4.43 |
2.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
