BVT Call 240 BIIB 20.09.2024
/ DE000VM4Q834
BVT Call 240 BIIB 20.09.2024/ DE000VM4Q834 /
| 6/7/2024 8:03:12 PM |
Chg.-0.240 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-17.91% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
240.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM4Q83 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.74 |
| Time value: |
1.31 |
| Break-even: |
233.45 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
2.34% |
| Delta: |
0.48 |
| Theta: |
-0.08 |
| Omega: |
7.87 |
| Rho: |
0.26 |
Quote data
| Open: |
1.280 |
| High: |
1.300 |
| Low: |
1.100 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.80% |
| 1 Month |
|
|
+18.28% |
| 3 Months |
|
|
-9.84% |
| YTD |
|
|
-75.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.030 |
| 1M High / 1M Low: |
1.760 |
0.720 |
| 6M High / 6M Low: |
4.960 |
0.450 |
| High (YTD): |
1/2/2024 |
4.960 |
| Low (YTD): |
4/18/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.88% |
| Volatility 6M: |
|
189.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
