BVT Call 49 BMY 20.09.2024
/ DE000VM9PRE3
BVT Call 49 BMY 20.09.2024/ DE000VM9PRE3 /
| 9/18/2024 1:46:41 PM |
Chg.+0.035 |
Bid3:38:27 PM |
Ask3:38:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
+61.40% |
0.086
Bid Size: 138,000 |
0.096
Ask Size: 138,000 |
Bristol Myers Squibb... |
49.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.23 |
| Parity: |
0.04 |
| Time value: |
0.06 |
| Break-even: |
45.06 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
8.78 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.60 |
| Theta: |
-0.19 |
| Omega: |
26.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.092 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
-51.06% |
| 3 Months |
|
|
+206.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.057 |
| 1M High / 1M Low: |
0.200 |
0.057 |
| 6M High / 6M Low: |
0.640 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.35% |
| Volatility 6M: |
|
1,858.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
