BVT Put 320 AMG 20.12.2024
/ DE000VD5J357
BVT Put 320 AMG 20.12.2024/ DE000VD5J357 /
| 2024-05-23 10:34:58 AM |
Chg.+0.120 |
Bid12:10:17 PM |
Ask12:10:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
+4.80% |
2.620
Bid Size: 13,000 |
2.680
Ask Size: 13,000 |
AMGEN INC. DL-... |
320.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD5J35 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.42 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.42 |
| Time value: |
-0.74 |
| Break-even: |
293.20 |
| Moneyness: |
1.12 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.620 |
| High: |
2.620 |
| Low: |
2.620 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.80% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
2.450 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
