BVT Call 220 AMGN 21.06.2024
/ DE000VU9Q6Z5
BVT Call 220 AMGN 21.06.2024/ DE000VU9Q6Z5 /
| 6/3/2024 8:55:16 AM |
Chg.+0.54 |
Bid10:42:38 AM |
Ask10:42:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.08EUR |
+7.16% |
8.13
Bid Size: 7,000 |
8.36
Ask Size: 7,000 |
Amgen Inc |
220.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9Q6Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/10/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.95 |
| Intrinsic value: |
7.91 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.22 |
| Parity: |
7.91 |
| Time value: |
0.08 |
| Break-even: |
282.62 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.98 |
| Theta: |
-0.09 |
| Omega: |
3.45 |
| Rho: |
0.10 |
Quote data
| Open: |
8.08 |
| High: |
8.08 |
| Low: |
8.08 |
| Previous Close: |
7.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.12% |
| 1 Month |
|
|
-11.01% |
| 3 Months |
|
|
+49.63% |
| YTD |
|
|
+21.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.23 |
7.01 |
| 1M High / 1M Low: |
9.08 |
7.01 |
| 6M High / 6M Low: |
9.82 |
4.14 |
| High (YTD): |
2/2/2024 |
9.82 |
| Low (YTD): |
4/19/2024 |
4.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.38% |
| Volatility 6M: |
|
133.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
