BVT Put 250 AMG 21.06.2024
/ DE000VM0Y8R4
BVT Put 250 AMG 21.06.2024/ DE000VM0Y8R4 /
| 5/14/2024 5:04:38 PM |
Chg.-0.001 |
Bid5:04:38 PM |
Ask5:04:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-50.00% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
250.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
VM0Y8R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/9/2023 |
| Last trading day: |
5/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-140.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-2.66 |
| Time value: |
0.20 |
| Break-even: |
248.03 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
3.77 |
| Spread abs.: |
0.20 |
| Spread %: |
19,600.00% |
| Delta: |
-0.14 |
| Theta: |
-0.13 |
| Omega: |
-19.12 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.002 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-99.71% |
| 3 Months |
|
|
-99.77% |
| YTD |
|
|
-99.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.360 |
0.001 |
| 6M High / 6M Low: |
1.010 |
0.001 |
| High (YTD): |
4/18/2024 |
0.700 |
| Low (YTD): |
5/14/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
884.57% |
| Volatility 6M: |
|
328.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
