BVT Call 300 AMGN 21.06.2024
/ DE000VM02FP9
BVT Call 300 AMGN 21.06.2024/ DE000VM02FP9 /
| 6/11/2024 8:42:10 AM |
Chg.-0.060 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-7.89% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.44 |
| Time value: |
0.28 |
| Break-even: |
285.92 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.67 |
| Theta: |
-0.22 |
| Omega: |
26.28 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.37% |
| 1 Month |
|
|
-55.70% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
-46.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.760 |
| 1M High / 1M Low: |
1.940 |
0.400 |
| 6M High / 6M Low: |
3.340 |
0.188 |
| High (YTD): |
2/2/2024 |
3.340 |
| Low (YTD): |
4/19/2024 |
0.188 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
510.02% |
| Volatility 6M: |
|
782.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
