BVT Call 51 BMY 20.09.2024
/ DE000VM7NZ86
BVT Call 51 BMY 20.09.2024/ DE000VM7NZ86 /
| 2024-08-02 7:46:35 PM |
Chg.+0.038 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+37.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
32.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-0.20 |
| Time value: |
0.14 |
| Break-even: |
48.11 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
12.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.140 |
| Low: |
0.090 |
| Previous Close: |
0.102 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.08% |
| 1 Month |
|
|
+1455.56% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.091 |
| 1M High / 1M Low: |
0.173 |
0.001 |
| 6M High / 6M Low: |
0.560 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,833.36% |
| Volatility 6M: |
|
1,218.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
