BVT Put 250 BIIB 21.06.2024
/ DE000VM36AY0
BVT Put 250 BIIB 21.06.2024/ DE000VM36AY0 /
| 03/06/2024 13:36:48 |
Chg.- |
Bid08:16:38 |
Ask08:16:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
- |
2.02
Bid Size: 5,000 |
2.21
Ask Size: 5,000 |
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: |
-8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
2.31 |
| Time value: |
0.08 |
| Break-even: |
206.46 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.27% |
| Delta: |
-0.86 |
| Theta: |
-0.09 |
| Omega: |
-7.50 |
| Rho: |
-0.10 |
Quote data
| Open: |
2.31 |
| High: |
2.33 |
| Low: |
2.31 |
| Previous Close: |
2.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.93% |
| 1 Month |
|
|
-30.03% |
| 3 Months |
|
|
-20.48% |
| YTD |
|
|
+45.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.33 |
| 1M High / 1M Low: |
3.37 |
1.59 |
| 6M High / 6M Low: |
5.65 |
1.45 |
| High (YTD): |
19/04/2024 |
5.65 |
| Low (YTD): |
02/01/2024 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.88% |
| Volatility 6M: |
|
148.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
