BVT Call 44 BMY 20.12.2024
/ DE000VD5J4B0
BVT Call 44 BMY 20.12.2024/ DE000VD5J4B0 /
9/5/2024 8:53:01 AM |
Chg.-0.040 |
Bid5:03:27 PM |
Ask5:03:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-5.80% |
0.620 Bid Size: 112,000 |
0.630 Ask Size: 112,000 |
Bristol Myers Squibb... |
44.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD5J4B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
0.54 |
Time value: |
0.12 |
Break-even: |
46.31 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
5.58 |
Rho: |
0.09 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.56% |
1 Month |
|
|
+22.64% |
3 Months |
|
|
+170.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.610 |
1M High / 1M Low: |
0.690 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.652 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.572 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |