BVT Call 45 BMY 20.12.2024
/ DE000VD45GJ8
BVT Call 45 BMY 20.12.2024/ DE000VD45GJ8 /
06/09/2024 19:45:52 |
Chg.-0.080 |
Bid21:56:45 |
Ask21:56:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-13.79% |
- Bid Size: - |
- Ask Size: - |
Bristol Myers Squibb... |
45.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
29/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.33 |
Time value: |
0.18 |
Break-even: |
45.69 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
6.28 |
Rho: |
0.08 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.500 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.79% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
+185.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.500 |
1M High / 1M Low: |
0.620 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |