BVT Call 260 AMGN 21.06.2024
/ DE000VU9LH57
BVT Call 260 AMGN 21.06.2024/ DE000VU9LH57 /
| 2024-05-23 1:41:30 PM |
Chg.-0.290 |
Bid2:00:59 PM |
Ask2:00:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.780EUR |
-5.72% |
4.780
Bid Size: 11,000 |
4.860
Ask Size: 11,000 |
Amgen Inc |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LH5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.56 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
4.56 |
| Time value: |
0.16 |
| Break-even: |
287.38 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.94 |
| Theta: |
-0.09 |
| Omega: |
5.71 |
| Rho: |
0.18 |
Quote data
| Open: |
4.750 |
| High: |
4.780 |
| Low: |
4.750 |
| Previous Close: |
5.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.00% |
| 1 Month |
|
|
+142.64% |
| 3 Months |
|
|
+40.59% |
| YTD |
|
|
+35.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.140 |
4.990 |
| 1M High / 1M Low: |
5.480 |
1.660 |
| 6M High / 6M Low: |
6.270 |
1.360 |
| High (YTD): |
2024-02-02 |
6.270 |
| Low (YTD): |
2024-04-18 |
1.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
536.34% |
| Volatility 6M: |
|
247.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
