BVT Call 380 AMGN 20.12.2024
/ DE000VD5J5E1
BVT Call 380 AMGN 20.12.2024/ DE000VD5J5E1 /
10/11/2024 10:15:36 AM |
Chg.+0.020 |
Bid9:26:31 PM |
Ask9:26:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+5.88% |
0.460 Bid Size: 54,000 |
0.480 Ask Size: 54,000 |
Amgen Inc |
380.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD5J5E |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
77.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-5.40 |
Time value: |
0.38 |
Break-even: |
351.35 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.02 |
Spread %: |
5.56% |
Delta: |
0.17 |
Theta: |
-0.09 |
Omega: |
12.93 |
Rho: |
0.09 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-40.98% |
3 Months |
|
|
-54.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.330 |
1M High / 1M Low: |
0.730 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.345 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.517 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |