BVT Put 230 BIIB 20.09.2024
/ DE000VM3MJJ9
BVT Put 230 BIIB 20.09.2024/ DE000VM3MJJ9 /
| 2024-06-07 7:45:55 PM |
Chg.+0.025 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
+22.73% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MJJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 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: |
-14.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
0.11 |
| Break-even: |
198.03 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
7.19% |
| Delta: |
-0.49 |
| Theta: |
-0.05 |
| Omega: |
-6.86 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.116 |
| High: |
0.135 |
| Low: |
0.113 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
-26.63% |
| 3 Months |
|
|
-27.81% |
| YTD |
|
|
-4.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.104 |
| 1M High / 1M Low: |
0.199 |
0.104 |
| 6M High / 6M Low: |
0.390 |
0.104 |
| High (YTD): |
2024-04-18 |
0.390 |
| Low (YTD): |
2024-06-05 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.93% |
| Volatility 6M: |
|
135.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
