BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 2024-05-31 8:43:51 AM |
Chg.-0.54 |
Bid3:44:21 PM |
Ask3:44:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
-16.02% |
2.71
Bid Size: 32,000 |
2.74
Ask Size: 32,000 |
Biogen Inc |
250.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
2.76 |
| Time value: |
0.05 |
| Break-even: |
202.71 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
-0.89 |
| Theta: |
-0.06 |
| Omega: |
-6.46 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
3.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
-13.19% |
| 3 Months |
|
|
-0.70% |
| YTD |
|
|
+76.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.91 |
| 1M High / 1M Low: |
3.37 |
1.59 |
| 6M High / 6M Low: |
5.65 |
1.45 |
| High (YTD): |
2024-04-19 |
5.65 |
| Low (YTD): |
2024-01-02 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.46% |
| Volatility 6M: |
|
144.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
