BVT Call 260 BIIB 20.09.2024
/ DE000VM3MVB1
BVT Call 260 BIIB 20.09.2024/ DE000VM3MVB1 /
| 6/12/2024 8:55:51 AM |
Chg.-0.010 |
Bid8:24:38 PM |
Ask8:24:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-18.52% |
0.046
Bid Size: 250,000 |
0.056
Ask Size: 250,000 |
Biogen Inc |
260.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.32 |
| Time value: |
0.05 |
| Break-even: |
247.49 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.26 |
| Theta: |
-0.07 |
| Omega: |
10.10 |
| Rho: |
0.13 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.89% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-60.36% |
| YTD |
|
|
-86.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.045 |
| 1M High / 1M Low: |
0.090 |
0.028 |
| 6M High / 6M Low: |
0.370 |
0.014 |
| High (YTD): |
1/3/2024 |
0.370 |
| Low (YTD): |
4/19/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.33% |
| Volatility 6M: |
|
274.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
