BVT Call 230 BIIB 21.06.2024
/ DE000VM49MB6
BVT Call 230 BIIB 21.06.2024/ DE000VM49MB6 /
6/3/2024 8:01:57 PM |
Chg.+0.250 |
Bid8:14:12 AM |
Ask8:14:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+42.37% |
0.770 Bid Size: 9,000 |
0.890 Ask Size: 9,000 |
Biogen Inc |
230.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
VM49MB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
-0.47 |
Time value: |
0.62 |
Break-even: |
218.13 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.03 |
Spread %: |
5.08% |
Delta: |
0.44 |
Theta: |
-0.23 |
Omega: |
14.59 |
Rho: |
0.04 |
Quote data
Open: |
0.590 |
High: |
0.870 |
Low: |
0.590 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+121.05% |
1 Month |
|
|
+90.91% |
3 Months |
|
|
-25.00% |
YTD |
|
|
-80.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.290 |
1M High / 1M Low: |
1.270 |
0.290 |
6M High / 6M Low: |
4.800 |
0.270 |
High (YTD): |
1/2/2024 |
4.800 |
Low (YTD): |
4/18/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.506 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.623 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.808 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
466.67% |
Volatility 6M: |
|
251.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |