BVT Put 220 BIIB 20.09.2024
/ DE000VM3MJC4
BVT Put 220 BIIB 20.09.2024/ DE000VM3MJC4 /
| 6/7/2024 8:56:15 AM |
Chg.+0.006 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
+7.79% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
220.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.05 |
| Time value: |
0.11 |
| Break-even: |
192.97 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
10.31% |
| Delta: |
-0.39 |
| Theta: |
-0.06 |
| Omega: |
-7.53 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.65% |
| 1 Month |
|
|
-38.52% |
| 3 Months |
|
|
-43.54% |
| YTD |
|
|
-29.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.107 |
0.077 |
| 1M High / 1M Low: |
0.154 |
0.077 |
| 6M High / 6M Low: |
0.320 |
0.077 |
| High (YTD): |
4/19/2024 |
0.320 |
| Low (YTD): |
6/6/2024 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.14% |
| Volatility 6M: |
|
145.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
