BVT Put 270 BIIB 21.06.2024
/ DE000VU9CSZ4
BVT Put 270 BIIB 21.06.2024/ DE000VU9CSZ4 /
| 2024-05-31 8:29:00 AM |
Chg.-0.060 |
Bid5:37:05 PM |
Ask5:37:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-11.54% |
0.430
Bid Size: 250,000 |
0.440
Ask Size: 250,000 |
Biogen Inc |
270.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VU9CSZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
0.01 |
| Break-even: |
202.27 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.90 |
| Theta: |
-0.11 |
| Omega: |
-3.87 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-9.80% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
+99.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.520 |
0.310 |
| 6M High / 6M Low: |
0.750 |
0.211 |
| High (YTD): |
2024-04-19 |
0.750 |
| Low (YTD): |
2024-01-02 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.54% |
| Volatility 6M: |
|
124.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
