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: |
|
- |
