BVT Call 200 BIIB 20.09.2024
/ DE000VD3N479
BVT Call 200 BIIB 20.09.2024/ DE000VD3N479 /
| 2024-06-07 7:43:37 PM |
Chg.-0.480 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
-12.83% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD3N47 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
2.94 |
| Time value: |
0.78 |
| Break-even: |
220.82 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.81% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
4.57 |
| Rho: |
0.38 |
Quote data
| Open: |
3.680 |
| High: |
3.740 |
| Low: |
3.260 |
| Previous Close: |
3.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.49% |
| 1 Month |
|
|
+7.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.080 |
3.260 |
| 1M High / 1M Low: |
4.170 |
2.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
