BVT Call 250 BIIB 21.06.2024
/ DE000VM4KFE0
BVT Call 250 BIIB 21.06.2024/ DE000VM4KFE0 /
| 2024-05-31 8:37:18 AM |
Chg.+0.040 |
Bid10:24:14 AM |
Ask10:24:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
+47.62% |
0.121
Bid Size: 15,000 |
0.142
Ask Size: 15,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4KFE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
133.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
-2.76 |
| Time value: |
0.15 |
| Break-even: |
232.33 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
9.28 |
| Spread abs.: |
0.02 |
| Spread %: |
16.03% |
| Delta: |
0.14 |
| Theta: |
-0.12 |
| Omega: |
18.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.124 |
| High: |
0.124 |
| Low: |
0.124 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.19% |
| 1 Month |
|
|
-40.10% |
| 3 Months |
|
|
-77.04% |
| YTD |
|
|
-96.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.149 |
0.083 |
| 1M High / 1M Low: |
0.460 |
0.083 |
| 6M High / 6M Low: |
3.470 |
0.083 |
| High (YTD): |
2024-01-03 |
3.470 |
| Low (YTD): |
2024-05-27 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.24% |
| Volatility 6M: |
|
297.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
