BVT Put 260 BIIB 21.06.2024
/ DE000VM36B14
BVT Put 260 BIIB 21.06.2024/ DE000VM36B14 /
2024-06-03 8:42:40 AM |
Chg.-0.55 |
Bid7:40:23 PM |
Ask7:40:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.16EUR |
-14.82% |
2.74 Bid Size: 30,000 |
2.77 Ask Size: 30,000 |
Biogen Inc |
260.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM36B1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 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: |
-6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.23 |
Intrinsic value: |
3.23 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
3.23 |
Time value: |
0.02 |
Break-even: |
207.07 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
0.93% |
Delta: |
-0.93 |
Theta: |
-0.05 |
Omega: |
-5.90 |
Rho: |
-0.11 |
Quote data
Open: |
3.16 |
High: |
3.16 |
Low: |
3.16 |
Previous Close: |
3.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.35% |
1 Month |
|
|
-25.65% |
3 Months |
|
|
-20.40% |
YTD |
|
|
+61.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.29 |
3.71 |
1M High / 1M Low: |
4.29 |
2.26 |
6M High / 6M Low: |
6.59 |
1.78 |
High (YTD): |
2024-04-19 |
6.59 |
Low (YTD): |
2024-01-02 |
1.78 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.17% |
Volatility 6M: |
|
132.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |