BVT Put 240 BIIB 21.06.2024
/ DE000VM36AV6
BVT Put 240 BIIB 21.06.2024/ DE000VM36AV6 /
| 2024-05-31 8:43:51 AM |
Chg.-0.50 |
Bid7:53:03 PM |
Ask7:53:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-20.00% |
1.67
Bid Size: 35,000 |
1.70
Ask Size: 35,000 |
Biogen Inc |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM36AV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
1.84 |
| Time value: |
0.15 |
| Break-even: |
201.68 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.53% |
| Delta: |
-0.80 |
| Theta: |
-0.11 |
| Omega: |
-8.21 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
-17.70% |
| 3 Months |
|
|
-6.98% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.06 |
| 1M High / 1M Low: |
2.50 |
0.99 |
| 6M High / 6M Low: |
4.74 |
0.99 |
| High (YTD): |
2024-04-19 |
4.74 |
| Low (YTD): |
2024-05-16 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.06% |
| Volatility 6M: |
|
163.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
