BVT Put 230 BIIB 20.09.2024
/ DE000VM3MJJ9
BVT Put 230 BIIB 20.09.2024/ DE000VM3MJJ9 /
| 2024-06-14 8:55:30 AM |
Chg.-0.006 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
-5.31% |
-
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: |
-17.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-0.02 |
| Time value: |
0.12 |
| Break-even: |
202.56 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
8.85% |
| Delta: |
-0.43 |
| Theta: |
-0.06 |
| Omega: |
-7.51 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.107 |
| High: |
0.107 |
| Low: |
0.107 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.76% |
| 1 Month |
|
|
-30.07% |
| 3 Months |
|
|
-43.09% |
| YTD |
|
|
-24.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.107 |
| 1M High / 1M Low: |
0.209 |
0.107 |
| 6M High / 6M Low: |
0.390 |
0.107 |
| High (YTD): |
2024-04-19 |
0.390 |
| Low (YTD): |
2024-06-14 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.30% |
| Volatility 6M: |
|
142.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
