BVT Call 45 BMY 20.12.2024
/ DE000VD45GJ8
BVT Call 45 BMY 20.12.2024/ DE000VD45GJ8 /
2024-07-08 7:47:01 PM |
Chg.+0.020 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.145EUR |
+16.00% |
- Bid Size: - |
- Ask Size: - |
Bristol Myers Squibb... |
45.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD45GJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-0.49 |
Time value: |
0.14 |
Break-even: |
43.01 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
7.46% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
8.37 |
Rho: |
0.05 |
Quote data
Open: |
0.136 |
High: |
0.145 |
Low: |
0.136 |
Previous Close: |
0.125 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
-17.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.145 |
0.113 |
1M High / 1M Low: |
0.240 |
0.113 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |