BVT Call 44 BMY 20.09.2024
/ DE000VD5J4A2
BVT Call 44 BMY 20.09.2024/ DE000VD5J4A2 /
2024-07-16 8:52:49 AM |
Chg.-0.017 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
-17.53% |
- Bid Size: - |
- Ask Size: - |
Bristol Myers Squibb... |
44.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VD5J4A |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-06 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
-0.35 |
Time value: |
0.09 |
Break-even: |
41.28 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.01 |
Spread %: |
12.35% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
12.04 |
Rho: |
0.02 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.080 |
Previous Close: |
0.097 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-38.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.118 |
0.084 |
1M High / 1M Low: |
0.160 |
0.078 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.114 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |