BVT Call 47 BMY 20.09.2024
/ DE000VD45GN0
BVT Call 47 BMY 20.09.2024/ DE000VD45GN0 /
16/08/2024 19:52:54 |
Chg.+0.050 |
Bid21:52:44 |
Ask21:52:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+19.23% |
- Bid Size: - |
- Ask Size: - |
Bristol Myers Squibb... |
47.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VD45GN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
29/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.21 |
Time value: |
0.10 |
Break-even: |
45.72 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
10.37 |
Rho: |
0.03 |
Quote data
Open: |
0.310 |
High: |
0.320 |
Low: |
0.290 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+69.40% |
1 Month |
|
|
+229.79% |
3 Months |
|
|
+133.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.164 |
1M High / 1M Low: |
0.390 |
0.072 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.253 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
635.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |