BVT Call 195 BIIB 21.06.2024
/ DE000VD4A698
BVT Call 195 BIIB 21.06.2024/ DE000VD4A698 /
| 6/4/2024 4:52:55 PM |
Chg.+0.200 |
Bid5:29:30 PM |
Ask5:29:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
+5.93% |
3.500
Bid Size: 30,000 |
3.530
Ask Size: 30,000 |
Biogen Inc |
195.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.22 |
| Parity: |
3.19 |
| Time value: |
0.15 |
| Break-even: |
212.18 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.91 |
| Theta: |
-0.15 |
| Omega: |
5.75 |
| Rho: |
0.07 |
Quote data
| Open: |
3.270 |
| High: |
3.570 |
| Low: |
3.210 |
| Previous Close: |
3.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+57.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.370 |
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: |
|
2.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
