BVT Call 280 AMGN 21.06.2024
/ DE000VM0Y851
BVT Call 280 AMGN 21.06.2024/ DE000VM0Y851 /
| 2024-05-23 2:04:39 PM |
Chg.-0.190 |
Bid2:13:41 PM |
Ask2:13:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
-5.97% |
3.010
Bid Size: 11,000 |
3.080
Ask Size: 11,000 |
Amgen Inc |
280.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0Y85 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.72 |
| Time value: |
0.20 |
| Break-even: |
287.86 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.90 |
| Theta: |
-0.10 |
| Omega: |
8.76 |
| Rho: |
0.18 |
Quote data
| Open: |
2.960 |
| High: |
2.990 |
| Low: |
2.960 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.21% |
| 1 Month |
|
|
+239.77% |
| 3 Months |
|
|
+45.85% |
| YTD |
|
|
+32.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.330 |
3.180 |
| 1M High / 1M Low: |
3.640 |
0.730 |
| 6M High / 6M Low: |
4.660 |
0.570 |
| High (YTD): |
2024-02-02 |
4.660 |
| Low (YTD): |
2024-04-18 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.035 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
865.04% |
| Volatility 6M: |
|
385.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
