BVT Call 220 AMGN 21.06.2024
/ DE000VU9Q6Z5
BVT Call 220 AMGN 21.06.2024/ DE000VU9Q6Z5 /
| 5/28/2024 5:01:20 PM |
Chg.-0.820 |
Bid6:38:41 PM |
Ask6:38:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
-9.95% |
7.460
Bid Size: 28,000 |
7.480
Ask Size: 28,000 |
Amgen Inc |
220.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
7/10/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.95 |
| Intrinsic value: |
7.90 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.23 |
| Parity: |
7.90 |
| Time value: |
0.42 |
| Break-even: |
285.75 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
0.97% |
| Delta: |
0.91 |
| Theta: |
-0.28 |
| Omega: |
3.08 |
| Rho: |
0.11 |
Quote data
| Open: |
7.980 |
| High: |
7.980 |
| Low: |
7.420 |
| Previous Close: |
8.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
+53.31% |
| 3 Months |
|
|
+26.62% |
| YTD |
|
|
+12.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.710 |
8.050 |
| 1M High / 1M Low: |
9.140 |
5.220 |
| 6M High / 6M Low: |
9.710 |
4.280 |
| High (YTD): |
2/2/2024 |
9.710 |
| Low (YTD): |
4/18/2024 |
4.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.60% |
| Volatility 6M: |
|
114.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
