BVT Call 270 AMGN 21.06.2024
/ DE000VM0EWQ0
BVT Call 270 AMGN 21.06.2024/ DE000VM0EWQ0 /
| 2024-06-05 10:34:05 AM |
Chg.+0.130 |
Bid1:34:21 PM |
Ask1:34:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
+3.62% |
3.590
Bid Size: 11,000 |
3.740
Ask Size: 11,000 |
Amgen Inc |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0EWQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
3.43 |
| Time value: |
0.12 |
| Break-even: |
283.62 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.93 |
| Theta: |
-0.12 |
| Omega: |
7.43 |
| Rho: |
0.10 |
Quote data
| Open: |
3.720 |
| High: |
3.720 |
| Low: |
3.720 |
| Previous Close: |
3.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.63% |
| 1 Month |
|
|
-8.15% |
| 3 Months |
|
|
+102.17% |
| YTD |
|
|
+29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.590 |
2.590 |
| 1M High / 1M Low: |
4.540 |
2.590 |
| 6M High / 6M Low: |
5.420 |
0.900 |
| High (YTD): |
2024-02-05 |
5.420 |
| Low (YTD): |
2024-04-18 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.27% |
| Volatility 6M: |
|
304.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
