BVT Call 310 BIIB 20.09.2024
/ DE000VM36A15
BVT Call 310 BIIB 20.09.2024/ DE000VM36A15 /
2024-06-14 8:44:03 AM |
Chg.-0.009 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.103EUR |
-8.04% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
310.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM36A1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
227.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
-7.32 |
Time value: |
0.10 |
Break-even: |
290.54 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
2.03 |
Spread abs.: |
0.02 |
Spread %: |
30.14% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
14.19 |
Rho: |
0.03 |
Quote data
Open: |
0.103 |
High: |
0.103 |
Low: |
0.103 |
Previous Close: |
0.112 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.07% |
1 Month |
|
|
-33.55% |
3 Months |
|
|
-61.85% |
YTD |
|
|
-92.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.135 |
0.103 |
1M High / 1M Low: |
0.220 |
0.047 |
6M High / 6M Low: |
1.710 |
0.022 |
High (YTD): |
2024-01-03 |
1.710 |
Low (YTD): |
2024-04-19 |
0.022 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.113 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.135 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.455 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
501.19% |
Volatility 6M: |
|
433.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |