BVT Put 200 BIIB 21.06.2024
/ DE000VM385H0
BVT Put 200 BIIB 21.06.2024/ DE000VM385H0 /
| 5/31/2024 8:52:59 AM |
Chg.-0.107 |
Bid4:23:45 PM |
Ask4:23:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.203EUR |
-34.52% |
0.166
Bid Size: 60,000 |
0.187
Ask Size: 60,000 |
Biogen Inc |
200.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM385H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 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: |
-89.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-1.85 |
| Time value: |
0.23 |
| Break-even: |
182.37 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
4.45 |
| Spread abs.: |
0.02 |
| Spread %: |
10.14% |
| Delta: |
-0.18 |
| Theta: |
-0.14 |
| Omega: |
-15.71 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.203 |
| High: |
0.203 |
| Low: |
0.203 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.73% |
| 1 Month |
|
|
-46.58% |
| 3 Months |
|
|
-60.20% |
| YTD |
|
|
-59.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.196 |
| 1M High / 1M Low: |
0.380 |
0.075 |
| 6M High / 6M Low: |
1.670 |
0.075 |
| High (YTD): |
4/19/2024 |
1.670 |
| Low (YTD): |
5/16/2024 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
554.95% |
| Volatility 6M: |
|
295.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
