BVT Call 260 BIIB 20.09.2024
/ DE000VM3MVB1
BVT Call 260 BIIB 20.09.2024/ DE000VM3MVB1 /
| 13/06/2024 08:54:32 |
Chg.+0.011 |
Bid12:21:26 |
Ask12:21:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+25.00% |
0.052
Bid Size: 145,000 |
0.062
Ask Size: 145,000 |
Biogen Inc |
260.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3MVB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.27 |
| Time value: |
0.06 |
| Break-even: |
246.75 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
0.29 |
| Theta: |
-0.07 |
| Omega: |
9.94 |
| Rho: |
0.15 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-9.84% |
| 3 Months |
|
|
-43.88% |
| YTD |
|
|
-83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.044 |
| 1M High / 1M Low: |
0.090 |
0.028 |
| 6M High / 6M Low: |
0.370 |
0.014 |
| High (YTD): |
03/01/2024 |
0.370 |
| Low (YTD): |
19/04/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.78% |
| Volatility 6M: |
|
275.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
