BVT Call 47 BMY 20.12.2024
/ DE000VD45GC3
BVT Call 47 BMY 20.12.2024/ DE000VD45GC3 /
| 8/2/2024 8:53:55 AM |
Chg.+0.040 |
Bid1:56:50 PM |
Ask1:56:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+11.76% |
0.410
Bid Size: 59,000 |
0.420
Ask Size: 59,000 |
Bristol Myers Squibb... |
47.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD45GC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.31 |
| Break-even: |
47.77 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
6.56 |
| Rho: |
0.09 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+201.59% |
| 3 Months |
|
|
+40.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.280 |
| 1M High / 1M Low: |
0.530 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
