BVT Put 250 BIIB 21.06.2024
/ DE000VU9CS22
BVT Put 250 BIIB 21.06.2024/ DE000VU9CS22 /
| 03/06/2024 08:27:53 |
Chg.-0.052 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.228EUR |
-18.57% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
250.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
04/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
0.23 |
| Time value: |
0.01 |
| Break-even: |
206.06 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
4.29% |
| Delta: |
-0.84 |
| Theta: |
-0.12 |
| Omega: |
-7.18 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.228 |
| High: |
0.228 |
| Low: |
0.228 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.00% |
| 1 Month |
|
|
-32.94% |
| 3 Months |
|
|
-26.45% |
| YTD |
|
|
+49.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.340 |
0.149 |
| 6M High / 6M Low: |
0.560 |
0.138 |
| High (YTD): |
19/04/2024 |
0.560 |
| Low (YTD): |
02/01/2024 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.87% |
| Volatility 6M: |
|
158.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
