BVT Call 310 AMGN 20.09.2024
/ DE000VM3MFG3
BVT Call 310 AMGN 20.09.2024/ DE000VM3MFG3 /
09/09/2024 09:49:07 |
Chg.-0.32 |
Bid15:10:35 |
Ask15:10:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
-18.39% |
1.46 Bid Size: 14,000 |
1.53 Ask Size: 14,000 |
Amgen Inc |
310.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3MFG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.95 |
Implied volatility: |
0.37 |
Historic volatility: |
0.22 |
Parity: |
0.95 |
Time value: |
0.37 |
Break-even: |
292.81 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
1.54% |
Delta: |
0.72 |
Theta: |
-0.30 |
Omega: |
15.69 |
Rho: |
0.06 |
Quote data
Open: |
1.44 |
High: |
1.44 |
Low: |
1.42 |
Previous Close: |
1.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.26% |
1 Month |
|
|
-25.65% |
3 Months |
|
|
+11.81% |
YTD |
|
|
-4.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.44 |
1.74 |
1M High / 1M Low: |
2.44 |
1.59 |
6M High / 6M Low: |
3.10 |
0.46 |
High (YTD): |
02/02/2024 |
3.31 |
Low (YTD): |
19/04/2024 |
0.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.51 |
Avg. volume 6M: |
|
7.78 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.78% |
Volatility 6M: |
|
427.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |