BVT Call 40 BMY 20.12.2024
/ DE000VD60W68
BVT Call 40 BMY 20.12.2024/ DE000VD60W68 /
2024-10-09 8:37:05 AM |
Chg.- |
Bid9:10:12 AM |
Ask9:10:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.19EUR |
- |
1.19 Bid Size: 23,000 |
1.22 Ask Size: 23,000 |
Bristol Myers Squibb... |
40.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD60W6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-30 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
1.13 |
Time value: |
0.07 |
Break-even: |
48.58 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.84% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
3.66 |
Rho: |
0.06 |
Quote data
Open: |
1.19 |
High: |
1.19 |
Low: |
1.19 |
Previous Close: |
1.29 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.85% |
1 Month |
|
|
+30.77% |
3 Months |
|
|
+213.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.32 |
1.19 |
1M High / 1M Low: |
1.32 |
0.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |