BVT Put 280 AMGN 21.06.2024
/ DE000VM3XR96
BVT Put 280 AMGN 21.06.2024/ DE000VM3XR96 /
2024-05-07 8:55:53 AM |
Chg.+0.078 |
Bid10:11:48 AM |
Ask10:11:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+40.63% |
0.260 Bid Size: 14,000 |
0.280 Ask Size: 14,000 |
Amgen Inc |
280.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM3XR9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-92.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
-1.81 |
Time value: |
0.30 |
Break-even: |
256.96 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.02 |
Spread %: |
7.14% |
Delta: |
-0.20 |
Theta: |
-0.07 |
Omega: |
-18.72 |
Rho: |
-0.07 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.192 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.11% |
1 Month |
|
|
-84.75% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-78.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
0.192 |
1M High / 1M Low: |
2.230 |
0.192 |
6M High / 6M Low: |
2.590 |
0.192 |
High (YTD): |
2024-04-19 |
2.230 |
Low (YTD): |
2024-05-06 |
0.192 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.715 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.557 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.409 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
352.27% |
Volatility 6M: |
|
230.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |