BVT Put 280 AMGN 21.06.2024
/ DE000VM3XR96
BVT Put 280 AMGN 21.06.2024/ DE000VM3XR96 /
| 2024-05-09 7:46:24 PM |
Chg.-0.093 |
Bid8:09:17 PM |
Ask8:09:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
-57.76% |
0.074
Bid Size: 52,000 |
0.089
Ask Size: 52,000 |
Amgen Inc |
280.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3XR9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-205.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-2.54 |
| Time value: |
0.14 |
| Break-even: |
259.15 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.02 |
| Spread %: |
12.10% |
| Delta: |
-0.11 |
| Theta: |
-0.05 |
| Omega: |
-23.55 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.068 |
| Previous Close: |
0.161 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.60% |
| 1 Month |
|
|
-96.09% |
| 3 Months |
|
|
-93.33% |
| YTD |
|
|
-94.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.161 |
| 1M High / 1M Low: |
2.140 |
0.161 |
| 6M High / 6M Low: |
2.530 |
0.161 |
| High (YTD): |
2024-04-18 |
2.140 |
| Low (YTD): |
2024-05-08 |
0.161 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.423 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.390 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.88% |
| Volatility 6M: |
|
202.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
