BVT Call 210 BIIB 20.09.2024
/ DE000VD2Z6A0
BVT Call 210 BIIB 20.09.2024/ DE000VD2Z6A0 /
| 2024-06-07 8:49:44 AM |
Chg.-0.40 |
Bid7:07:29 PM |
Ask7:07:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
-11.90% |
2.55
Bid Size: 37,000 |
2.58
Ask Size: 37,000 |
Biogen Inc |
210.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD2Z6A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
2.02 |
| Time value: |
0.98 |
| Break-even: |
222.81 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
5.24 |
| Rho: |
0.37 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
3.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.16% |
| 1 Month |
|
|
+16.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.19 |
| 1M High / 1M Low: |
3.40 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
