BVT Call 250 BIIB 19.07.2024/  DE000VD54QN1  /

EUWAX
2024-06-21  8:33:35 AM Chg.+0.008 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.157EUR +5.37% -
Bid Size: -
-
Ask Size: -
Biogen Inc 250.00 USD 2024-07-19 Call
 

Master data

WKN: VD54QN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Biogen Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-15
Last trading day: 2024-07-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 171.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -2.43
Time value: 0.12
Break-even: 235.04
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 3.73
Spread abs.: 0.02
Spread %: 20.79%
Delta: 0.13
Theta: -0.08
Omega: 22.55
Rho: 0.02
 

Quote data

Open: 0.157
High: 0.157
Low: 0.157
Previous Close: 0.149
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.62%
1 Month
  -67.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.149
1M High / 1M Low: 0.620 0.149
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -