BVT Call 340 AMGN 21.06.2024
/ DE000VM34544
BVT Call 340 AMGN 21.06.2024/ DE000VM34544 /
| 2024-05-24 8:02:18 PM |
Chg.-0.027 |
Bid9:57:45 PM |
Ask9:57:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-45.76% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
340.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3454 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
626.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-3.15 |
| Time value: |
0.05 |
| Break-even: |
313.90 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
3.27 |
| Spread abs.: |
0.02 |
| Spread %: |
50.00% |
| Delta: |
0.06 |
| Theta: |
-0.04 |
| Omega: |
36.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.046 |
| Low: |
0.031 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.84% |
| 1 Month |
|
|
+128.57% |
| 3 Months |
|
|
-79.75% |
| YTD |
|
|
-90.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.032 |
| 1M High / 1M Low: |
0.260 |
0.014 |
| 6M High / 6M Low: |
1.170 |
0.013 |
| High (YTD): |
2024-02-05 |
1.170 |
| Low (YTD): |
2024-04-25 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,817.71% |
| Volatility 6M: |
|
1,923.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
