BVT Call 49 BMY 20.09.2024
/ DE000VM9PRE3
BVT Call 49 BMY 20.09.2024/ DE000VM9PRE3 /
| 2024-08-16 10:14:17 AM |
Chg.+0.041 |
Bid11:30:44 AM |
Ask11:30:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
+29.08% |
0.185
Bid Size: 39,000 |
0.199
Ask Size: 39,000 |
Bristol Myers Squibb... |
49.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9PRE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.01 |
| Time value: |
0.16 |
| Break-even: |
46.40 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
6.10% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
13.97 |
| Rho: |
0.02 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.141 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+691.30% |
| 3 Months |
|
|
+104.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.172 |
0.089 |
| 1M High / 1M Low: |
0.260 |
0.023 |
| 6M High / 6M Low: |
0.690 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
888.24% |
| Volatility 6M: |
|
1,864.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
