BVT Put 220 BIIB 20.09.2024
/ DE000VM36AF9
BVT Put 220 BIIB 20.09.2024/ DE000VM36AF9 /
| 2024-05-31 7:40:45 PM |
Chg.-0.220 |
Bid9:56:46 PM |
Ask9:56:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-16.06% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
220.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36AF |
| 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: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.46 |
| Time value: |
1.20 |
| Break-even: |
190.79 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
2.56% |
| Delta: |
-0.39 |
| Theta: |
-0.06 |
| Omega: |
-6.78 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.150 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.44% |
| 1 Month |
|
|
-25.32% |
| 3 Months |
|
|
-20.14% |
| YTD |
|
|
-8.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.150 |
| 1M High / 1M Low: |
1.620 |
0.960 |
| 6M High / 6M Low: |
3.250 |
0.960 |
| High (YTD): |
2024-04-18 |
3.250 |
| Low (YTD): |
2024-05-20 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.14% |
| Volatility 6M: |
|
124.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
