BVT Call 40 BMY 20.09.2024
/ DE000VD60W19
BVT Call 40 BMY 20.09.2024/ DE000VD60W19 /
| 18/09/2024 16:56:35 |
Chg.+0.050 |
Bid18:30:40 |
Ask18:30:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+6.10% |
0.870
Bid Size: 96,000 |
0.880
Ask Size: 96,000 |
Bristol Myers Squibb... |
40.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD60W1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.23 |
| Parity: |
0.85 |
| Time value: |
0.02 |
| Break-even: |
44.66 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.94 |
| Theta: |
-0.18 |
| Omega: |
4.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+234.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.770 |
| 1M High / 1M Low: |
0.970 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
