BVT Call 230 AMGN 21.06.2024
/ DE000VU9LJ06
BVT Call 230 AMGN 21.06.2024/ DE000VU9LJ06 /
| 2024-05-23 10:22:02 AM |
Chg.-0.320 |
Bid12:23:59 PM |
Ask12:23:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.500EUR |
-4.09% |
7.500
Bid Size: 7,000 |
7.620
Ask Size: 7,000 |
Amgen Inc |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LJ0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.40 |
| Intrinsic value: |
7.34 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
7.34 |
| Time value: |
0.12 |
| Break-even: |
287.07 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
0.97 |
| Theta: |
-0.08 |
| Omega: |
3.71 |
| Rho: |
0.16 |
Quote data
| Open: |
7.500 |
| High: |
7.500 |
| Low: |
7.500 |
| Previous Close: |
7.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
+74.42% |
| 3 Months |
|
|
+28.21% |
| YTD |
|
|
+30.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.900 |
7.760 |
| 1M High / 1M Low: |
8.240 |
3.930 |
| 6M High / 6M Low: |
8.820 |
3.430 |
| High (YTD): |
2024-02-02 |
8.820 |
| Low (YTD): |
2024-04-18 |
3.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.80% |
| Volatility 6M: |
|
132.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
