BVT Call 270 BIIB 20.09.2024
/ DE000VM36A56
BVT Call 270 BIIB 20.09.2024/ DE000VM36A56 /
| 07/06/2024 08:44:53 |
Chg.-0.150 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-21.43% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM36A5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-4.13 |
| Time value: |
0.43 |
| Break-even: |
254.26 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.21 |
| Theta: |
-0.06 |
| Omega: |
10.21 |
| Rho: |
0.11 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.76% |
| 1 Month |
|
|
+27.91% |
| 3 Months |
|
|
+1.85% |
| YTD |
|
|
-80.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.450 |
| 1M High / 1M Low: |
0.730 |
0.250 |
| 6M High / 6M Low: |
3.250 |
0.150 |
| High (YTD): |
03/01/2024 |
3.250 |
| Low (YTD): |
19/04/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.29% |
| Volatility 6M: |
|
247.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
