BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 6/7/2024 7:50:40 PM |
Chg.+0.530 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+32.92% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
250.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM36AY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
2.27 |
| Time value: |
0.03 |
| Break-even: |
208.45 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
-0.92 |
| Theta: |
-0.07 |
| Omega: |
-8.32 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.730 |
| High: |
2.140 |
| Low: |
1.670 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.30% |
| 1 Month |
|
|
-21.03% |
| 3 Months |
|
|
-19.85% |
| YTD |
|
|
+32.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.480 |
| 1M High / 1M Low: |
3.230 |
1.480 |
| 6M High / 6M Low: |
5.600 |
1.450 |
| High (YTD): |
4/18/2024 |
5.600 |
| Low (YTD): |
1/2/2024 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.33% |
| Volatility 6M: |
|
161.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
