BVT Call 240 AMGN 21.06.2024
/ DE000VU9LJZ4
BVT Call 240 AMGN 21.06.2024/ DE000VU9LJZ4 /
| 6/14/2024 8:57:05 AM |
Chg.-0.30 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.50EUR |
-5.17% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
240.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9LJZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.48 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.22 |
| Parity: |
5.48 |
| Time value: |
0.06 |
| Break-even: |
279.60 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.96 |
| Theta: |
-0.25 |
| Omega: |
4.86 |
| Rho: |
0.04 |
Quote data
| Open: |
5.50 |
| High: |
5.50 |
| Low: |
5.50 |
| Previous Close: |
5.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-23.93% |
| 3 Months |
|
|
+58.50% |
| YTD |
|
|
+9.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.06 |
5.50 |
| 1M High / 1M Low: |
7.23 |
5.17 |
| 6M High / 6M Low: |
8.06 |
2.54 |
| High (YTD): |
2/2/2024 |
8.06 |
| Low (YTD): |
4/19/2024 |
2.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.15% |
| Volatility 6M: |
|
184.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
