BVT Put 260 AMG 20.12.2024
/ DE000VD3STC1
BVT Put 260 AMG 20.12.2024/ DE000VD3STC1 /
| 2024-11-15 8:48:06 AM |
Chg.+0.170 |
Bid5:58:55 PM |
Ask5:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+48.57% |
0.920
Bid Size: 60,000 |
0.940
Ask Size: 60,000 |
AMGEN INC. DL-... |
260.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3STC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-2.10 |
| Time value: |
0.51 |
| Break-even: |
254.90 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
-0.24 |
| Theta: |
-0.15 |
| Omega: |
-13.03 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+217.07% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+6.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.111 |
| 1M High / 1M Low: |
0.410 |
0.111 |
| 6M High / 6M Low: |
0.990 |
0.111 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.213 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.68% |
| Volatility 6M: |
|
227.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
