BVT Call 330 BIIB 20.09.2024
/ DE000VM345W3
BVT Call 330 BIIB 20.09.2024/ DE000VM345W3 /
| 2024-06-07 4:44:25 PM |
Chg.-0.001 |
Bid6:37:54 PM |
Ask4:44:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-20.00% |
0.004
Bid Size: 250,000 |
0.020
Ask Size: 250,000 |
Biogen Inc |
330.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM345W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
106.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
-0.90 |
| Time value: |
0.02 |
| Break-even: |
304.98 |
| Moneyness: |
0.70 |
| Premium: |
0.43 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.01 |
| Spread %: |
233.33% |
| Delta: |
0.09 |
| Theta: |
-0.04 |
| Omega: |
9.92 |
| Rho: |
0.05 |
Quote data
| Open: |
0.006 |
| High: |
0.006 |
| Low: |
0.004 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-95.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.004 |
| 1M High / 1M Low: |
0.007 |
0.002 |
| 6M High / 6M Low: |
0.121 |
0.001 |
| High (YTD): |
2024-01-03 |
0.121 |
| Low (YTD): |
2024-04-26 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
609.96% |
| Volatility 6M: |
|
763.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
