BVT Call 240 AMGN 21.06.2024
/ DE000VU9LJZ4
BVT Call 240 AMGN 21.06.2024/ DE000VU9LJZ4 /
2024-06-05 8:03:29 PM |
Chg.+0.060 |
Bid9:57:00 PM |
Ask9:57:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.390EUR |
+0.95% |
6.270 Bid Size: 28,000 |
6.290 Ask Size: 28,000 |
Amgen Inc |
240.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9LJZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
4.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.23 |
Intrinsic value: |
6.19 |
Implied volatility: |
0.67 |
Historic volatility: |
0.22 |
Parity: |
6.19 |
Time value: |
0.09 |
Break-even: |
283.35 |
Moneyness: |
1.28 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.32% |
Delta: |
0.97 |
Theta: |
-0.11 |
Omega: |
4.35 |
Rho: |
0.09 |
Quote data
Open: |
6.460 |
High: |
6.460 |
Low: |
6.360 |
Previous Close: |
6.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+20.57% |
1 Month |
|
|
-5.89% |
3 Months |
|
|
+63.01% |
YTD |
|
|
+27.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.330 |
5.300 |
1M High / 1M Low: |
7.300 |
5.300 |
6M High / 6M Low: |
7.940 |
2.660 |
High (YTD): |
2024-02-02 |
7.940 |
Low (YTD): |
2024-04-18 |
2.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.932 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.336 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.992 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.92% |
Volatility 6M: |
|
159.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |