BVT Call 48 BMY 20.12.2024
/ DE000VD36HC0
BVT Call 48 BMY 20.12.2024/ DE000VD36HC0 /
| 2024-11-11 8:28:54 AM |
Chg.-0.040 |
Bid7:06:01 PM |
Ask7:06:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-5.88% |
1.210
Bid Size: 80,000 |
1.220
Ask Size: 80,000 |
Bristol Myers Squibb... |
48.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD36HC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
0.07 |
| Break-even: |
51.20 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
6.72 |
| Rho: |
0.04 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+20.75% |
| 3 Months |
|
|
+128.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
0.750 |
0.510 |
| 6M High / 6M Low: |
0.750 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.83% |
| Volatility 6M: |
|
260.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
