BVT Call 41 BMY 20.12.2024/  DE000VD6XN62  /

Frankfurt Zert./VONT
11/14/2024  7:45:30 PM Chg.+0.060 Bid9:50:15 PM Ask9:50:15 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 12/20/2024 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: 12/20/2024
Issue date: 5/28/2024
Last trading day: 12/20/2024
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:   -