BVT Put 260 BIIB 21.06.2024
/ DE000VU9CS14
BVT Put 260 BIIB 21.06.2024/ DE000VU9CS14 /
| 5/31/2024 10:14:39 AM |
Chg.-0.020 |
Bid10:15:24 AM |
Ask10:15:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
0.370
Bid Size: 76,000 |
0.390
Ask Size: 76,000 |
Biogen Inc |
260.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VU9CS1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/4/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
0.01 |
| Break-even: |
202.04 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.87 |
| Theta: |
-0.12 |
| Omega: |
-4.67 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-9.76% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+94.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.390 |
| 1M High / 1M Low: |
0.430 |
0.229 |
| 6M High / 6M Low: |
0.650 |
0.168 |
| High (YTD): |
4/18/2024 |
0.650 |
| Low (YTD): |
1/2/2024 |
0.168 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.37% |
| Volatility 6M: |
|
135.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
