BVT Call 350 AMGN 21.06.2024
/ DE000VM78BU8
BVT Call 350 AMGN 21.06.2024/ DE000VM78BU8 /
| 5/27/2024 8:04:56 PM |
Chg.+0.003 |
Bid8:25:25 AM |
Ask8:03:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+50.00% |
0.009
Bid Size: 10,000 |
0.028
Ask Size: 10,000 |
Amgen Inc |
350.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1,007.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-4.07 |
| Time value: |
0.03 |
| Break-even: |
322.96 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
6.26 |
| Spread abs.: |
0.02 |
| Spread %: |
460.00% |
| Delta: |
0.04 |
| Theta: |
-0.03 |
| Omega: |
35.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.004 |
| High: |
0.009 |
| Low: |
0.003 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.63% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
-87.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.006 |
| 1M High / 1M Low: |
0.160 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
11,003.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
