BVT Put 270 BIIB 20.09.2024
/ DE000VM36BE0
BVT Put 270 BIIB 20.09.2024/ DE000VM36BE0 /
2024-06-07 8:03:38 PM |
Chg.+0.510 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.130EUR |
+14.09% |
- Bid Size: - |
- Ask Size: - |
Biogen Inc |
270.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM36BE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Biogen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
270.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.13 |
Intrinsic value: |
4.13 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
4.13 |
Time value: |
0.13 |
Break-even: |
207.36 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.03 |
Spread %: |
0.71% |
Delta: |
-0.80 |
Theta: |
-0.03 |
Omega: |
-3.91 |
Rho: |
-0.60 |
Quote data
Open: |
3.710 |
High: |
4.130 |
Low: |
3.660 |
Previous Close: |
3.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.62% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-7.19% |
YTD |
|
|
+45.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.130 |
3.380 |
1M High / 1M Low: |
5.110 |
3.380 |
6M High / 6M Low: |
7.470 |
2.640 |
High (YTD): |
2024-04-18 |
7.470 |
Low (YTD): |
2024-01-02 |
2.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.281 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.391 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.50% |
Volatility 6M: |
|
100.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |