BVT Put 270 BIIB 21.06.2024
/ DE000VU9CSZ4
BVT Put 270 BIIB 21.06.2024/ DE000VU9CSZ4 /
| 29/05/2024 08:29:00 |
Chg.-0.010 |
Bid09:10:22 |
Ask09:10:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.480
Bid Size: 76,000 |
0.500
Ask Size: 76,000 |
Biogen Inc |
270.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
04/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.01 |
| Break-even: |
200.82 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.90 |
| Theta: |
-0.09 |
| Omega: |
-3.79 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
+4.44% |
| YTD |
|
|
+103.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.390 |
| 1M High / 1M Low: |
0.570 |
0.310 |
| 6M High / 6M Low: |
0.750 |
0.211 |
| High (YTD): |
19/04/2024 |
0.750 |
| Low (YTD): |
02/01/2024 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.90% |
| Volatility 6M: |
|
124.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
