BVT Put 270 AMGN 21.06.2024
/ DE000VM090X3
BVT Put 270 AMGN 21.06.2024/ DE000VM090X3 /
| 2024-05-06 8:03:10 PM |
Chg.+0.041 |
Bid8:30:39 AM |
Ask8:30:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
+37.27% |
0.154
Bid Size: 10,000 |
0.168
Ask Size: 10,000 |
Amgen Inc |
270.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM090X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-224.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-3.84 |
| Time value: |
0.13 |
| Break-even: |
249.68 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.02 |
| Spread %: |
13.16% |
| Delta: |
-0.08 |
| Theta: |
-0.05 |
| Omega: |
-18.80 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.103 |
| High: |
0.170 |
| Low: |
0.103 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-83.59% |
| 1 Month |
|
|
-87.09% |
| 3 Months |
|
|
-73.51% |
| YTD |
|
|
-84.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.110 |
| 1M High / 1M Low: |
1.510 |
0.110 |
| 6M High / 6M Low: |
2.020 |
0.110 |
| High (YTD): |
2024-04-18 |
1.510 |
| Low (YTD): |
2024-05-03 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.505 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.12% |
| Volatility 6M: |
|
208.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
