BVT Call 220 BIIB 21.06.2024
/ DE000VM5AKY6
BVT Call 220 BIIB 21.06.2024/ DE000VM5AKY6 /
| 2024-05-29 10:34:01 AM |
Chg.+0.010 |
Bid11:08:44 AM |
Ask11:08:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+1.52% |
0.660
Bid Size: 15,000 |
0.740
Ask Size: 15,000 |
Biogen Inc |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5AKY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-0.12 |
| Time value: |
0.74 |
| Break-even: |
210.14 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.03 |
| Spread %: |
4.23% |
| Delta: |
0.51 |
| Theta: |
-0.18 |
| Omega: |
13.76 |
| Rho: |
0.06 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.17% |
| 1 Month |
|
|
-21.18% |
| 3 Months |
|
|
-54.11% |
| YTD |
|
|
-86.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.650 |
| 1M High / 1M Low: |
1.880 |
0.650 |
| 6M High / 6M Low: |
5.500 |
0.420 |
| High (YTD): |
2024-01-02 |
5.500 |
| Low (YTD): |
2024-04-18 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.85% |
| Volatility 6M: |
|
198.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
