BVT Call 50 BMY 20.12.2024
/ DE000VD3YG14
BVT Call 50 BMY 20.12.2024/ DE000VD3YG14 /
| 11/14/2024 8:57:37 AM |
Chg.-0.090 |
Bid7:06:07 PM |
Ask7:06:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-9.89% |
0.890
Bid Size: 78,000 |
0.900
Ask Size: 78,000 |
Bristol Myers Squibb... |
50.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3YG1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
0.80 |
| Time value: |
0.05 |
| Break-even: |
55.82 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
5.82 |
| Rho: |
0.04 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.72% |
| 1 Month |
|
|
+115.79% |
| 3 Months |
|
|
+173.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.470 |
| 1M High / 1M Low: |
0.980 |
0.360 |
| 6M High / 6M Low: |
0.980 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.13% |
| Volatility 6M: |
|
314.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
