BVT Call 280 AMGN 21.06.2024
/ DE000VM0Y851
BVT Call 280 AMGN 21.06.2024/ DE000VM0Y851 /
| 6/19/2024 8:04:26 PM |
Chg.+0.080 |
Bid10:20:17 AM |
Ask10:20:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
+3.35% |
2.350
Bid Size: 8,000 |
2.470
Ask Size: 8,000 |
Amgen Inc |
280.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM0Y85 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
1.69 |
| Historic volatility: |
0.22 |
| Parity: |
2.42 |
| Time value: |
0.20 |
| Break-even: |
286.74 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
12.15 |
| Spread abs.: |
0.15 |
| Spread %: |
6.07% |
| Delta: |
0.85 |
| Theta: |
-2.92 |
| Omega: |
9.27 |
| Rho: |
0.01 |
Quote data
| Open: |
2.500 |
| High: |
2.530 |
| Low: |
2.350 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.46% |
| 1 Month |
|
|
-24.70% |
| 3 Months |
|
|
+168.48% |
| YTD |
|
|
+9.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
1.630 |
| 1M High / 1M Low: |
3.280 |
1.630 |
| 6M High / 6M Low: |
4.660 |
0.570 |
| High (YTD): |
2/2/2024 |
4.660 |
| Low (YTD): |
4/18/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.79% |
| Volatility 6M: |
|
390.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
