BVT Call 330 AMGN 21.06.2024
/ DE000VM3XRA8
BVT Call 330 AMGN 21.06.2024/ DE000VM3XRA8 /
2024-05-24 8:01:50 PM |
Chg.-0.051 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.093EUR |
-35.42% |
- Bid Size: - |
- Ask Size: - |
Amgen Inc |
330.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM3XRA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
279.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.22 |
Parity: |
-2.23 |
Time value: |
0.10 |
Break-even: |
305.24 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.92 |
Spread abs.: |
0.02 |
Spread %: |
17.44% |
Delta: |
0.12 |
Theta: |
-0.07 |
Omega: |
33.99 |
Rho: |
0.02 |
Quote data
Open: |
0.102 |
High: |
0.117 |
Low: |
0.086 |
Previous Close: |
0.144 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-53.96% |
1 Month |
|
|
+144.74% |
3 Months |
|
|
-48.62% |
YTD |
|
|
-81.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.202 |
0.093 |
1M High / 1M Low: |
0.440 |
0.047 |
6M High / 6M Low: |
1.550 |
0.033 |
High (YTD): |
2024-02-05 |
1.550 |
Low (YTD): |
2024-04-18 |
0.033 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.163 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.176 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.375 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
3,109.83% |
Volatility 6M: |
|
1,221.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |