BVT Call 49 BMY 20.12.2024
/ DE000VD324L2
BVT Call 49 BMY 20.12.2024/ DE000VD324L2 /
| 2024-10-09 8:59:43 AM |
Chg.- |
Bid9:45:21 AM |
Ask9:45:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.460
Bid Size: 29,000 |
0.480
Ask Size: 29,000 |
Bristol Myers Squibb... |
49.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.21 |
| Break-even: |
50.02 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.95% |
| 1 Month |
|
|
+58.06% |
| 3 Months |
|
|
+415.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.490 |
| 1M High / 1M Low: |
0.590 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
