BVT Call 340 AMGN 21.06.2024
/ DE000VM34544
BVT Call 340 AMGN 21.06.2024/ DE000VM34544 /
| 2024-05-09 8:02:04 PM |
Chg.+0.072 |
Bid9:06:33 PM |
Ask9:06:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
+126.32% |
0.127
Bid Size: 52,000 |
0.142
Ask Size: 52,000 |
Amgen Inc |
340.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3454 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
297.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
-3.04 |
| Time value: |
0.10 |
| Break-even: |
317.33 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.02 |
| Spread %: |
18.52% |
| Delta: |
0.10 |
| Theta: |
-0.05 |
| Omega: |
29.75 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.129 |
| Low: |
0.075 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+616.67% |
| 1 Month |
|
|
+230.77% |
| 3 Months |
|
|
-50.38% |
| YTD |
|
|
-62.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.018 |
| 1M High / 1M Low: |
0.260 |
0.013 |
| 6M High / 6M Low: |
1.170 |
0.013 |
| High (YTD): |
2024-02-05 |
1.170 |
| Low (YTD): |
2024-04-25 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,685.00% |
| Volatility 6M: |
|
1,905.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
