BVT Call 250 AMGN 21.06.2024
/ DE000VU9LJ14
BVT Call 250 AMGN 21.06.2024/ DE000VU9LJ14 /
| 2024-06-03 1:41:29 PM |
Chg.+0.250 |
Bid3:06:28 PM |
Ask3:06:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.360EUR |
+4.89% |
5.330
Bid Size: 11,000 |
5.480
Ask Size: 11,000 |
Amgen Inc |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LJ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
5.15 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
5.15 |
| Time value: |
0.09 |
| Break-even: |
282.76 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.96 |
| Theta: |
-0.10 |
| Omega: |
5.18 |
| Rho: |
0.11 |
Quote data
| Open: |
5.270 |
| High: |
5.360 |
| Low: |
5.270 |
| Previous Close: |
5.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.37% |
| 1 Month |
|
|
-9.92% |
| 3 Months |
|
|
+52.71% |
| YTD |
|
|
+26.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.490 |
4.420 |
| 1M High / 1M Low: |
6.400 |
4.420 |
| 6M High / 6M Low: |
7.110 |
1.950 |
| High (YTD): |
2024-02-02 |
7.110 |
| Low (YTD): |
2024-04-18 |
1.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.52% |
| Volatility 6M: |
|
201.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
