BVT Call 380 AMGN 20.12.2024
/ DE000VD5J5E1
BVT Call 380 AMGN 20.12.2024/ DE000VD5J5E1 /
| 9/9/2024 8:48:54 AM |
Chg.0.000 |
Bid10:17:48 AM |
Ask10:17:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
0.530
Bid Size: 14,000 |
0.560
Ask Size: 14,000 |
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: |
55.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-5.36 |
| Time value: |
0.52 |
| Break-even: |
347.95 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.20 |
| Theta: |
-0.07 |
| Omega: |
11.18 |
| Rho: |
0.15 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-38.82% |
| 3 Months |
|
|
+1.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.520 |
| 1M High / 1M Low: |
0.850 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
