BVT Call 49 BMY 20.12.2024
/ DE000VD324L2
BVT Call 49 BMY 20.12.2024/ DE000VD324L2 /
14/11/2024 20:07:11 |
Chg.+0.080 |
Bid21:50:18 |
Ask21:50:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+8.89% |
0.930 Bid Size: 78,000 |
0.940 Ask Size: 78,000 |
Bristol Myers Squibb... |
49.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD324L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
15/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.48 |
Historic volatility: |
0.26 |
Parity: |
0.89 |
Time value: |
0.06 |
Break-even: |
55.88 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.06% |
Delta: |
0.89 |
Theta: |
-0.02 |
Omega: |
5.21 |
Rho: |
0.04 |
Quote data
Open: |
0.930 |
High: |
0.980 |
Low: |
0.930 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+58.06% |
1 Month |
|
|
+108.51% |
3 Months |
|
|
+237.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.560 |
1M High / 1M Low: |
1.110 |
0.430 |
6M High / 6M Low: |
1.110 |
0.042 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.846 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.605 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.295 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
380.37% |
Volatility 6M: |
|
303.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |