BVT Put 230 BIIB 21.06.2024
/ DE000VU9CSS9
BVT Put 230 BIIB 21.06.2024/ DE000VU9CSS9 /
2024-05-31 8:29:00 AM |
Chg.-0.040 |
Bid4:46:44 PM |
Ask4:46:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.121EUR |
-24.84% |
0.093 Bid Size: 250,000 |
0.103 Ask Size: 250,000 |
Biogen Inc |
230.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VU9CSS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-04 |
Last trading day: |
2024-06-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.39 |
Historic volatility: |
0.22 |
Parity: |
0.09 |
Time value: |
0.04 |
Break-even: |
199.54 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
8.47% |
Delta: |
-0.66 |
Theta: |
-0.15 |
Omega: |
-10.44 |
Rho: |
-0.08 |
Quote data
Open: |
0.121 |
High: |
0.121 |
Low: |
0.121 |
Previous Close: |
0.161 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.97% |
1 Month |
|
|
-25.31% |
3 Months |
|
|
-18.79% |
YTD |
|
|
+23.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.161 |
0.126 |
1M High / 1M Low: |
0.164 |
0.052 |
6M High / 6M Low: |
0.370 |
0.052 |
High (YTD): |
2024-04-19 |
0.370 |
Low (YTD): |
2024-05-16 |
0.052 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.152 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.51% |
Volatility 6M: |
|
197.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |