BVT Call 310 AMGN 21.06.2024
/ DE000VM090Y1
BVT Call 310 AMGN 21.06.2024/ DE000VM090Y1 /
| 2024-06-03 8:34:48 AM |
Chg.+0.160 |
Bid10:42:27 AM |
Ask10:42:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+53.33% |
0.480
Bid Size: 14,000 |
0.590
Ask Size: 14,000 |
Amgen Inc |
310.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM090Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.38 |
| Time value: |
0.45 |
| Break-even: |
290.15 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.42 |
| Theta: |
-0.17 |
| Omega: |
26.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
-69.13% |
| 3 Months |
|
|
+43.75% |
| YTD |
|
|
-52.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.165 |
| 1M High / 1M Low: |
1.490 |
0.165 |
| 6M High / 6M Low: |
2.690 |
0.104 |
| High (YTD): |
2024-02-02 |
2.690 |
| Low (YTD): |
2024-04-19 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.339 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
624.36% |
| Volatility 6M: |
|
968.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
