BVT Put 260 BIIB 17.01.2025
/ DE000VM9CY62
BVT Put 260 BIIB 17.01.2025/ DE000VM9CY62 /
| 10/01/2025 08:25:45 |
Chg.+0.08 |
Bid12:12:15 |
Ask12:12:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.75EUR |
+0.75% |
10.71
Bid Size: 12,000 |
10.82
Ask Size: 12,000 |
Biogen Inc |
260.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VM9CY6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.61 |
| Intrinsic value: |
10.61 |
| Implied volatility: |
2.68 |
| Historic volatility: |
0.24 |
| Parity: |
10.61 |
| Time value: |
0.21 |
| Break-even: |
144.31 |
| Moneyness: |
1.72 |
| Premium: |
0.01 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.08 |
| Spread %: |
0.74% |
| Delta: |
-0.90 |
| Theta: |
-0.66 |
| Omega: |
-1.22 |
| Rho: |
-0.05 |
Quote data
| Open: |
10.75 |
| High: |
10.75 |
| Low: |
10.75 |
| Previous Close: |
10.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.47% |
| 1 Month |
|
|
+9.36% |
| 3 Months |
|
|
+51.20% |
| YTD |
|
|
+2.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.70 |
10.30 |
| 1M High / 1M Low: |
10.87 |
9.75 |
| 6M High / 6M Low: |
10.87 |
3.05 |
| High (YTD): |
03/01/2025 |
10.70 |
| Low (YTD): |
07/01/2025 |
10.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.01% |
| Volatility 6M: |
|
73.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |