BVT Call 230 BIIB 20.09.2024
/ DE000VM49L58
BVT Call 230 BIIB 20.09.2024/ DE000VM49L58 /
| 6/7/2024 5:09:44 PM |
Chg.-0.30 |
Bid6:10:44 PM |
Ask6:10:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-16.48% |
1.47
Bid Size: 46,000 |
1.50
Ask Size: 46,000 |
Biogen Inc |
230.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM49L5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.18 |
| Time value: |
1.57 |
| Break-even: |
228.67 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.74% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
7.03 |
| Rho: |
0.30 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.52 |
| Previous Close: |
1.82 |
| Turnover: |
760 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.81% |
| 1 Month |
|
|
-0.65% |
| 3 Months |
|
|
-8.98% |
| YTD |
|
|
-70.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.18 |
| 1M High / 1M Low: |
2.15 |
1.06 |
| 6M High / 6M Low: |
5.54 |
0.62 |
| High (YTD): |
1/2/2024 |
5.54 |
| Low (YTD): |
4/19/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
152.17 |
| Avg. price 6M: |
|
2.48 |
| Avg. volume 6M: |
|
28 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.91% |
| Volatility 6M: |
|
162.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
