BVT Call 280 AMGN 21.06.2024
/ DE000VM0Y851
BVT Call 280 AMGN 21.06.2024/ DE000VM0Y851 /
| 2024-06-03 9:21:44 AM |
Chg.+0.50 |
Bid12:08:56 PM |
Ask12:08:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.58EUR |
+24.04% |
2.70
Bid Size: 8,000 |
2.93
Ask Size: 8,000 |
Amgen Inc |
280.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0Y85 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
2.38 |
| Time value: |
0.16 |
| Break-even: |
283.40 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.89 |
| Theta: |
-0.13 |
| Omega: |
9.92 |
| Rho: |
0.11 |
Quote data
| Open: |
2.58 |
| High: |
2.58 |
| Low: |
2.58 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.73% |
| 1 Month |
|
|
-28.73% |
| 3 Months |
|
|
+124.35% |
| YTD |
|
|
+11.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
1.62 |
| 1M High / 1M Low: |
3.62 |
1.62 |
| 6M High / 6M Low: |
4.78 |
0.51 |
| High (YTD): |
2024-02-02 |
4.78 |
| Low (YTD): |
2024-04-19 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.78% |
| Volatility 6M: |
|
454.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
