BVT Call 49 BMY 20.12.2024/  DE000VD324L2  /

Frankfurt Zert./VONT
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:   -