BVT Call 380 AMGN 21.03.2025
/ DE000VD9KT27
BVT Call 380 AMGN 21.03.2025/ DE000VD9KT27 /
| 15/11/2024 08:34:37 |
Chg.-0.010 |
Bid17:02:22 |
Ask17:02:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.206
Bid Size: 60,000 |
0.220
Ask Size: 60,000 |
Amgen Inc |
380.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9KT2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-7.98 |
| Time value: |
0.38 |
| Break-even: |
364.69 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.14 |
| Theta: |
-0.05 |
| Omega: |
10.48 |
| Rho: |
0.12 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-58.23% |
| 3 Months |
|
|
-69.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.250 |
| 1M High / 1M Low: |
0.790 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
