BVT Call 220 AMGN 21.06.2024
/ DE000VU9Q6Z5
BVT Call 220 AMGN 21.06.2024/ DE000VU9Q6Z5 /
| 2024-06-13 8:56:23 AM |
Chg.+0.03 |
Bid11:30:25 AM |
Ask11:30:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.64EUR |
+0.39% |
7.47
Bid Size: 8,000 |
7.59
Ask Size: 8,000 |
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: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.51 |
| Intrinsic value: |
7.50 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.22 |
| Parity: |
7.50 |
| Time value: |
0.06 |
| Break-even: |
279.06 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
0.98 |
| Theta: |
-0.19 |
| Omega: |
3.59 |
| Rho: |
0.04 |
Quote data
| Open: |
7.64 |
| High: |
7.64 |
| Low: |
7.64 |
| Previous Close: |
7.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
-9.16% |
| 3 Months |
|
|
+38.91% |
| YTD |
|
|
+15.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.08 |
7.61 |
| 1M High / 1M Low: |
9.05 |
7.01 |
| 6M High / 6M Low: |
9.82 |
4.14 |
| High (YTD): |
2024-02-02 |
9.82 |
| Low (YTD): |
2024-04-19 |
4.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.00% |
| Volatility 6M: |
|
132.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
