BVT Put 270 BIIB 21.06.2024
/ DE000VM36BT8
BVT Put 270 BIIB 21.06.2024/ DE000VM36BT8 /
| 6/3/2024 7:44:09 PM |
Chg.-0.570 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
-13.67% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
270.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM36BT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
4.15 |
| Time value: |
0.01 |
| Break-even: |
207.19 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.73% |
| Delta: |
-0.94 |
| Theta: |
-0.05 |
| Omega: |
-4.70 |
| Rho: |
-0.12 |
Quote data
| Open: |
4.120 |
| High: |
4.120 |
| Low: |
3.500 |
| Previous Close: |
4.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.53% |
| 1 Month |
|
|
-28.43% |
| 3 Months |
|
|
-20.53% |
| YTD |
|
|
+50.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.070 |
4.170 |
| 1M High / 1M Low: |
5.070 |
3.170 |
| 6M High / 6M Low: |
7.470 |
2.130 |
| High (YTD): |
4/18/2024 |
7.470 |
| Low (YTD): |
1/2/2024 |
2.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.44% |
| Volatility 6M: |
|
117.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
