BVT Put 220 BIIB 20.09.2024
/ DE000VM3MJC4
BVT Put 220 BIIB 20.09.2024/ DE000VM3MJC4 /
| 2024-06-07 8:06:20 PM |
Chg.+0.017 |
Bid8:29:57 PM |
Ask8:29:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
+21.79% |
0.097
Bid Size: 250,000 |
0.107
Ask Size: 250,000 |
Biogen Inc |
220.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MJC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.11 |
| Time value: |
0.09 |
| Break-even: |
192.69 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.33 |
| Theta: |
-0.06 |
| Omega: |
-7.55 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.082 |
| High: |
0.097 |
| Low: |
0.081 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.04% |
| 1 Month |
|
|
-30.15% |
| 3 Months |
|
|
-36.67% |
| YTD |
|
|
-19.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.075 |
| 1M High / 1M Low: |
0.146 |
0.075 |
| 6M High / 6M Low: |
0.310 |
0.075 |
| High (YTD): |
2024-04-19 |
0.310 |
| Low (YTD): |
2024-06-05 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.79% |
| Volatility 6M: |
|
136.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
