BVT Call 220 BIIB 20.09.2024
/ DE000VM5AKK5
BVT Call 220 BIIB 20.09.2024/ DE000VM5AKK5 /
| 6/14/2024 8:58:51 AM |
Chg.+0.19 |
Bid5:14:07 PM |
Ask5:14:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
+8.56% |
2.15
Bid Size: 39,000 |
2.18
Ask Size: 39,000 |
Biogen Inc |
220.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM5AKK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
1.29 |
| Time value: |
1.14 |
| Break-even: |
229.19 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.25% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
6.10 |
| Rho: |
0.33 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.33% |
| 1 Month |
|
|
+13.68% |
| 3 Months |
|
|
-9.06% |
| YTD |
|
|
-58.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.83 |
| 1M High / 1M Low: |
2.75 |
1.30 |
| 6M High / 6M Low: |
6.20 |
0.84 |
| High (YTD): |
1/2/2024 |
6.20 |
| Low (YTD): |
4/19/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.40% |
| Volatility 6M: |
|
160.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
