BVT Put 230 BIIB 21.06.2024
/ DE000VM36A23
BVT Put 230 BIIB 21.06.2024/ DE000VM36A23 /
| 2024-06-03 7:45:18 PM |
Chg.-0.280 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-28.00% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
230.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36A2 |
| 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: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.52 |
| Break-even: |
202.03 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
-0.57 |
| Theta: |
-0.19 |
| Omega: |
-11.96 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.620 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.67% |
| 1 Month |
|
|
-55.00% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-31.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.000 |
| 1M High / 1M Low: |
1.600 |
0.640 |
| 6M High / 6M Low: |
3.810 |
0.640 |
| High (YTD): |
2024-04-18 |
3.810 |
| Low (YTD): |
2024-05-15 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.05% |
| Volatility 6M: |
|
189.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
