BVT Put 250 BIIB 20.09.2024
/ DE000VM36AA0
BVT Put 250 BIIB 20.09.2024/ DE000VM36AA0 /
| 2024-06-07 8:44:53 AM |
Chg.+0.19 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+9.13% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36AA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
2.27 |
| Time value: |
0.45 |
| Break-even: |
204.25 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.12% |
| Delta: |
-0.68 |
| Theta: |
-0.04 |
| Omega: |
-5.19 |
| Rho: |
-0.48 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.48% |
| 1 Month |
|
|
-30.15% |
| 3 Months |
|
|
-29.94% |
| YTD |
|
|
+9.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.08 |
| 1M High / 1M Low: |
3.56 |
2.08 |
| 6M High / 6M Low: |
5.66 |
1.94 |
| High (YTD): |
2024-04-19 |
5.66 |
| Low (YTD): |
2024-01-02 |
1.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.06% |
| Volatility 6M: |
|
113.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
