BVT Call 41 BMY 20.12.2024
/ DE000VD6XN62
BVT Call 41 BMY 20.12.2024/ DE000VD6XN62 /
| 2024-11-14 7:45:30 PM |
Chg.+0.060 |
Bid9:52:55 PM |
Ask9:52:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+3.61% |
1.680
Bid Size: 78,000 |
1.690
Ask Size: 78,000 |
Bristol Myers Squibb... |
41.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD6XN6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.26 |
| Parity: |
1.65 |
| Time value: |
0.04 |
| Break-even: |
55.70 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.10 |
| Rho: |
0.04 |
Quote data
| Open: |
1.680 |
| High: |
1.720 |
| Low: |
1.680 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.41% |
| 1 Month |
|
|
+53.57% |
| 3 Months |
|
|
+117.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.280 |
| 1M High / 1M Low: |
1.830 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
