BVT Call 41 BMY 20.09.2024
/ DE000VD6XPC2
BVT Call 41 BMY 20.09.2024/ DE000VD6XPC2 /
18/09/2024 14:04:10 |
Chg.+0.050 |
Bid15:38:13 |
Ask15:38:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+6.85% |
0.760 Bid Size: 97,000 |
0.770 Ask Size: 97,000 |
Bristol Myers Squibb... |
41.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VD6XPC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
28/05/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.76 |
Implied volatility: |
1.72 |
Historic volatility: |
0.23 |
Parity: |
0.76 |
Time value: |
0.02 |
Break-even: |
44.66 |
Moneyness: |
1.21 |
Premium: |
0.00 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.01 |
Spread %: |
1.30% |
Delta: |
0.94 |
Theta: |
-0.18 |
Omega: |
5.35 |
Rho: |
0.00 |
Quote data
Open: |
0.770 |
High: |
0.780 |
Low: |
0.770 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.86% |
1 Month |
|
|
-3.70% |
3 Months |
|
|
+267.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.670 |
1M High / 1M Low: |
0.880 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.724 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.746 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |