BVT Call 300 AMGN 21.06.2024
/ DE000VM02FP9
BVT Call 300 AMGN 21.06.2024/ DE000VM02FP9 /
| 2024-05-13 8:06:15 PM |
Chg.-0.260 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-18.84% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM02FP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.23 |
| Parity: |
0.94 |
| Time value: |
0.39 |
| Break-even: |
291.84 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
16.11 |
| Rho: |
0.21 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
1.120 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.35% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
+6.67% |
| YTD |
|
|
-11.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.740 |
| 1M High / 1M Low: |
1.660 |
0.211 |
| 6M High / 6M Low: |
3.220 |
0.211 |
| High (YTD): |
2024-02-05 |
3.220 |
| Low (YTD): |
2024-04-18 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,417.23% |
| Volatility 6M: |
|
592.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
