BVT Put 250 BIIB 21.06.2024
/ DE000VU9CS22
BVT Put 250 BIIB 21.06.2024/ DE000VU9CS22 /
| 2024-05-31 8:28:58 AM |
Chg.-0.060 |
Bid10:15:24 AM |
Ask10:15:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-17.65% |
0.280
Bid Size: 78,000 |
0.300
Ask Size: 78,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CS2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
0.28 |
| Time value: |
0.01 |
| Break-even: |
201.81 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.84 |
| Theta: |
-0.12 |
| Omega: |
-5.91 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+83.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.340 |
0.149 |
| 6M High / 6M Low: |
0.560 |
0.138 |
| High (YTD): |
2024-04-19 |
0.560 |
| Low (YTD): |
2024-01-02 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.19% |
| Volatility 6M: |
|
155.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
