BVT Call 220 AMGN 21.06.2024
/ DE000VU9Q6Z5
BVT Call 220 AMGN 21.06.2024/ DE000VU9Q6Z5 /
| 2024-06-14 8:03:00 PM |
Chg.-0.130 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.230EUR |
-1.77% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9Q6Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.36 |
| Intrinsic value: |
7.34 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.22 |
| Parity: |
7.34 |
| Time value: |
0.05 |
| Break-even: |
279.42 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
0.98 |
| Theta: |
-0.19 |
| Omega: |
3.70 |
| Rho: |
0.03 |
Quote data
| Open: |
7.310 |
| High: |
7.310 |
| Low: |
7.230 |
| Previous Close: |
7.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.07% |
| 1 Month |
|
|
-17.47% |
| 3 Months |
|
|
+44.02% |
| YTD |
|
|
+9.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.810 |
7.230 |
| 1M High / 1M Low: |
8.760 |
7.140 |
| 6M High / 6M Low: |
9.710 |
4.280 |
| High (YTD): |
2024-02-02 |
9.710 |
| Low (YTD): |
2024-04-18 |
4.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.833 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.60% |
| Volatility 6M: |
|
115.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
