BVT Call 350 AMGN 21.06.2024
/ DE000VM78BU8
BVT Call 350 AMGN 21.06.2024/ DE000VM78BU8 /
| 2024-05-13 8:03:33 PM |
Chg.-0.010 |
Bid9:58:16 PM |
Ask9:58:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-25.64% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
350.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM78BU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
543.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-3.70 |
| Time value: |
0.05 |
| Break-even: |
325.50 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
2.15 |
| Spread abs.: |
0.02 |
| Spread %: |
39.47% |
| Delta: |
0.06 |
| Theta: |
-0.03 |
| Omega: |
32.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.029 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
-78.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.015 |
| 1M High / 1M Low: |
0.160 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
11,275.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
