BVT Put 280 AMG 20.12.2024
/ DE000VD324A5
BVT Put 280 AMG 20.12.2024/ DE000VD324A5 /
| 2024-09-26 8:55:38 AM |
Chg.- |
Bid8:32:10 AM |
Ask8:32:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
0.710
Bid Size: 9,000 |
0.740
Ask Size: 9,000 |
AMGEN INC. DL-... |
280.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD324A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
-0.11 |
| Time value: |
0.85 |
| Break-even: |
271.50 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
-0.43 |
| Theta: |
-0.05 |
| Omega: |
-14.23 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.58% |
| 1 Month |
|
|
+21.54% |
| 3 Months |
|
|
-21.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.460 |
| 1M High / 1M Low: |
0.790 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
