BVT Put 230 BIIB 21.06.2024
/ DE000VM36A23
BVT Put 230 BIIB 21.06.2024/ DE000VM36A23 /
| 03/06/2024 08:42:38 |
Chg.- |
Bid08:04:34 |
Ask08:04:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
0.750
Bid Size: 9,000 |
0.850
Ask Size: 9,000 |
Biogen Inc |
230.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
21/06/2024 |
| 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: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.83% |
| 1 Month |
|
|
-45.56% |
| 3 Months |
|
|
-43.56% |
| YTD |
|
|
-12.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
0.920 |
| 1M High / 1M Low: |
1.700 |
0.600 |
| 6M High / 6M Low: |
3.870 |
0.600 |
| High (YTD): |
19/04/2024 |
3.870 |
| Low (YTD): |
16/05/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.01% |
| Volatility 6M: |
|
189.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
