BVT Call 300 AMGN 17.01.2025
/ DE000VC9XWR1
BVT Call 300 AMGN 17.01.2025/ DE000VC9XWR1 /
| 2024-12-23 7:44:44 PM |
Chg.-0.021 |
Bid8:38:14 PM |
Ask7:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-67.74% |
0.013
Bid Size: 64,000 |
0.126
Ask Size: 64,000 |
Amgen Inc |
300.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VC9XWR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-02 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
200.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-3.51 |
| Time value: |
0.13 |
| Break-even: |
288.80 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
6.13 |
| Spread abs.: |
0.11 |
| Spread %: |
641.18% |
| Delta: |
0.11 |
| Theta: |
-0.10 |
| Omega: |
21.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.010 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-89.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.031 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
