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 |
Bid13:30:20 |
Ask13:30:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
-18.39% |
1.47
Bid Size: 14,000 |
1.54
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: |
|
- |
