BVT Call 260 BIIB 21.06.2024
/ DE000VM38420
BVT Call 260 BIIB 21.06.2024/ DE000VM38420 /
| 5/31/2024 8:52:59 AM |
Chg.+0.019 |
Bid8:23:11 PM |
Ask8:23:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+51.35% |
0.096
Bid Size: 60,000 |
0.117
Ask Size: 60,000 |
Biogen Inc |
260.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3842 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
253.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-3.69 |
| Time value: |
0.08 |
| Break-even: |
240.84 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
18.22 |
| Spread abs.: |
0.02 |
| Spread %: |
35.59% |
| Delta: |
0.08 |
| Theta: |
-0.08 |
| Omega: |
20.42 |
| Rho: |
0.01 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+93.10% |
| 1 Month |
|
|
-54.10% |
| 3 Months |
|
|
-84.86% |
| YTD |
|
|
-97.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.029 |
| 1M High / 1M Low: |
0.270 |
0.029 |
| 6M High / 6M Low: |
2.880 |
0.029 |
| High (YTD): |
1/2/2024 |
2.880 |
| Low (YTD): |
5/27/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.884 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
808.97% |
| Volatility 6M: |
|
419.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
