BVT Call 41 BMY 20.09.2024
/ DE000VD6XPC2
BVT Call 41 BMY 20.09.2024/ DE000VD6XPC2 /
| 2024-08-16 8:19:39 AM |
Chg.+0.030 |
Bid11:05:25 AM |
Ask11:05:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+4.00% |
0.790
Bid Size: 24,000 |
0.810
Ask Size: 24,000 |
Bristol Myers Squibb... |
41.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
0.74 |
| Time value: |
0.05 |
| Break-even: |
45.27 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
5.07 |
| Rho: |
0.03 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+348.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.580 |
| 1M High / 1M Low: |
0.900 |
0.174 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
