BVT Call 270 AMGN 21.06.2024
/ DE000VM0EWQ0
BVT Call 270 AMGN 21.06.2024/ DE000VM0EWQ0 /
| 5/29/2024 8:45:40 AM |
Chg.-0.83 |
Bid5:42:09 PM |
Ask5:42:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-22.62% |
2.66
Bid Size: 29,000 |
2.68
Ask Size: 29,000 |
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: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
2.78 |
| Time value: |
0.17 |
| Break-even: |
278.32 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.91 |
| Theta: |
-0.11 |
| Omega: |
8.49 |
| Rho: |
0.14 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
3.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.22% |
| 1 Month |
|
|
+142.74% |
| 3 Months |
|
|
+52.69% |
| YTD |
|
|
-2.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
3.20 |
| 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: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
783.98% |
| Volatility 6M: |
|
351.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
