BVT Put 270 BIIB 20.09.2024
/ DE000VM36BE0
BVT Put 270 BIIB 20.09.2024/ DE000VM36BE0 /
| 14/06/2024 10:32:09 |
Chg.+0.140 |
Bid13:47:37 |
Ask13:47:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
+3.87% |
3.730
Bid Size: 14,000 |
3.830
Ask Size: 14,000 |
Biogen Inc |
270.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
3.37 |
| Time value: |
0.20 |
| Break-even: |
215.75 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.85% |
| Delta: |
-0.77 |
| Theta: |
-0.04 |
| Omega: |
-4.69 |
| Rho: |
-0.55 |
Quote data
| Open: |
3.760 |
| High: |
3.760 |
| Low: |
3.760 |
| Previous Close: |
3.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.96% |
| 1 Month |
|
|
-12.76% |
| 3 Months |
|
|
-22.15% |
| YTD |
|
|
+32.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.130 |
3.620 |
| 1M High / 1M Low: |
5.110 |
3.380 |
| 6M High / 6M Low: |
7.470 |
2.640 |
| High (YTD): |
18/04/2024 |
7.470 |
| Low (YTD): |
02/01/2024 |
2.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.80% |
| Volatility 6M: |
|
100.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
