BVT Put 270 BIIB 20.09.2024
/ DE000VM36BE0
BVT Put 270 BIIB 20.09.2024/ DE000VM36BE0 /
| 2024-05-31 8:43:50 AM |
Chg.-0.52 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
-9.96% |
-
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: |
-4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
4.15 |
| Time value: |
0.16 |
| Break-even: |
205.78 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.70% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-3.79 |
| Rho: |
-0.63 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
5.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.09% |
| 1 Month |
|
|
-7.66% |
| 3 Months |
|
|
-4.47% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.22 |
4.70 |
| 1M High / 1M Low: |
5.22 |
3.41 |
| 6M High / 6M Low: |
7.53 |
2.66 |
| High (YTD): |
2024-04-19 |
7.53 |
| Low (YTD): |
2024-01-02 |
2.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.83% |
| Volatility 6M: |
|
98.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
