BVT Call 195 BIIB 21.06.2024
/ DE000VD4A698
BVT Call 195 BIIB 21.06.2024/ DE000VD4A698 /
| 2024-05-31 7:51:08 PM |
Chg.+0.490 |
Bid9:46:05 PM |
Ask9:46:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+21.12% |
2.870
Bid Size: 32,000 |
2.900
Ask Size: 32,000 |
Biogen Inc |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD4A69 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
2.31 |
| Time value: |
0.20 |
| Break-even: |
205.13 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.21% |
| Delta: |
0.87 |
| Theta: |
-0.13 |
| Omega: |
7.06 |
| Rho: |
0.09 |
Quote data
| Open: |
2.420 |
| High: |
2.860 |
| Low: |
2.400 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.25% |
| 1 Month |
|
|
+19.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
2.130 |
| 1M High / 1M Low: |
3.910 |
2.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
