BVT Call 51 BMY 20.09.2024
/ DE000VM7NZ86
BVT Call 51 BMY 20.09.2024/ DE000VM7NZ86 /
| 2024-08-16 10:14:39 AM |
Chg.+0.022 |
Bid10:50:51 AM |
Ask10:50:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
+31.43% |
0.086
Bid Size: 47,000 |
0.096
Ask Size: 47,000 |
Bristol Myers Squibb... |
51.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NZ8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.17 |
| Time value: |
0.09 |
| Break-even: |
47.40 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
17.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+736.36% |
| 3 Months |
|
|
+67.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.044 |
| 1M High / 1M Low: |
0.173 |
0.011 |
| 6M High / 6M Low: |
0.560 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,098.67% |
| Volatility 6M: |
|
1,231.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
