BVT Call 300 AMGN 21.06.2024
/ DE000VM02FP9
BVT Call 300 AMGN 21.06.2024/ DE000VM02FP9 /
| 2024-05-30 8:06:31 PM |
Chg.+0.330 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+70.21% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM02FP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-0.34 |
| Time value: |
0.49 |
| Break-even: |
282.65 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.44 |
| Theta: |
-0.15 |
| Omega: |
24.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.500 |
| High: |
0.800 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.88% |
| 1 Month |
|
|
+142.42% |
| 3 Months |
|
|
+37.93% |
| YTD |
|
|
-37.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.470 |
| 1M High / 1M Low: |
1.950 |
0.330 |
| 6M High / 6M Low: |
3.220 |
0.211 |
| High (YTD): |
2024-02-05 |
3.220 |
| Low (YTD): |
2024-04-18 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,412.93% |
| Volatility 6M: |
|
602.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
