BVT Call 230 AMGN 21.06.2024
/ DE000VU9LJ06
BVT Call 230 AMGN 21.06.2024/ DE000VU9LJ06 /
| 2024-06-05 7:51:35 PM |
Chg.+0.090 |
Bid9:23:06 PM |
Ask9:23:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.340EUR |
+1.24% |
7.200
Bid Size: 28,000 |
7.220
Ask Size: 28,000 |
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: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.14 |
| Intrinsic value: |
7.11 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.22 |
| Parity: |
7.11 |
| Time value: |
0.08 |
| Break-even: |
283.26 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
0.97 |
| Theta: |
-0.10 |
| Omega: |
3.83 |
| Rho: |
0.09 |
Quote data
| Open: |
7.380 |
| High: |
7.380 |
| Low: |
7.280 |
| Previous Close: |
7.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.44% |
| 1 Month |
|
|
-4.43% |
| 3 Months |
|
|
+54.85% |
| YTD |
|
|
+27.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.250 |
6.250 |
| 1M High / 1M Low: |
8.240 |
6.250 |
| 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: |
|
6.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.47% |
| Volatility 6M: |
|
133.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
