BVT Call 240 BIIB 21.06.2024
/ DE000VM4Q9W8
BVT Call 240 BIIB 21.06.2024/ DE000VM4Q9W8 /
5/31/2024 4:43:39 PM |
Chg.+0.140 |
Bid4:57:48 PM |
Ask4:57:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+60.87% |
0.350 Bid Size: 60,000 |
0.380 Ask Size: 60,000 |
Biogen Inc |
240.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
VM4Q9W |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
10/30/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
72.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
-1.84 |
Time value: |
0.28 |
Break-even: |
224.38 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
4.61 |
Spread abs.: |
0.03 |
Spread %: |
12.00% |
Delta: |
0.23 |
Theta: |
-0.16 |
Omega: |
16.82 |
Rho: |
0.03 |
Quote data
Open: |
0.230 |
High: |
0.370 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+86.87% |
1 Month |
|
|
+27.59% |
3 Months |
|
|
-50.67% |
YTD |
|
|
-89.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.146 |
1M High / 1M Low: |
0.780 |
0.146 |
6M High / 6M Low: |
4.120 |
0.146 |
High (YTD): |
1/3/2024 |
4.120 |
Low (YTD): |
5/29/2024 |
0.146 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.448 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
493.02% |
Volatility 6M: |
|
274.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |