BVT Call 45 BMY 20.09.2024
/ DE000VD45GB5
BVT Call 45 BMY 20.09.2024/ DE000VD45GB5 /
| 6/28/2024 8:05:51 PM |
Chg.+0.006 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+6.00% |
-
Bid Size: - |
-
Ask Size: - |
Bristol Myers Squibb... |
45.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD45GB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-0.32 |
| Time value: |
0.11 |
| Break-even: |
43.05 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
10.53% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
11.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.096 |
| High: |
0.110 |
| Low: |
0.096 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.153 |
0.086 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
