BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 04/06/2024 19:50:53 |
Chg.-0.140 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-7.22% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
250.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
1.85 |
| Time value: |
0.18 |
| Break-even: |
208.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.50% |
| Delta: |
-0.80 |
| Theta: |
-0.15 |
| Omega: |
-8.26 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.040 |
| High: |
2.110 |
| Low: |
1.800 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.27% |
| 1 Month |
|
|
-43.57% |
| 3 Months |
|
|
-43.04% |
| YTD |
|
|
+11.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
1.800 |
| 1M High / 1M Low: |
3.230 |
1.610 |
| 6M High / 6M Low: |
5.600 |
1.450 |
| High (YTD): |
18/04/2024 |
5.600 |
| Low (YTD): |
02/01/2024 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.82% |
| Volatility 6M: |
|
153.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
