BVT Put 320 AMGN 21.06.2024
/ DE000VM821F8
BVT Put 320 AMGN 21.06.2024/ DE000VM821F8 /
| 2024-05-14 7:54:43 PM |
Chg.-0.100 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-6.71% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
320.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM821F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.07 |
| Time value: |
0.40 |
| Break-even: |
281.81 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
-0.65 |
| Theta: |
-0.09 |
| Omega: |
-12.56 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.330 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.53% |
| 1 Month |
|
|
-72.53% |
| 3 Months |
|
|
-57.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.150 |
| 1M High / 1M Low: |
5.450 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
