BVT Call 270 AMGN 21.06.2024
/ DE000VM0EWQ0
BVT Call 270 AMGN 21.06.2024/ DE000VM0EWQ0 /
| 5/27/2024 8:44:25 AM |
Chg.-0.35 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
-9.86% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
270.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM0EWQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/27/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
3.30 |
| Time value: |
0.16 |
| Break-even: |
283.53 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.92 |
| Theta: |
-0.10 |
| Omega: |
7.53 |
| Rho: |
0.15 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.20 |
| Previous Close: |
3.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.76% |
| 1 Month |
|
|
+185.71% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
+9.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.25 |
3.55 |
| 1M High / 1M Low: |
4.48 |
1.17 |
| 6M High / 6M Low: |
5.55 |
0.83 |
| High (YTD): |
2/2/2024 |
5.55 |
| Low (YTD): |
4/19/2024 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
822.42% |
| Volatility 6M: |
|
350.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
