BVT Call 51 BMY 20.09.2024/  DE000VM7NZ86  /

EUWAX
2024-08-16  8:49:32 AM Chg.+0.007 Bid10:50:51 AM Ask10:50:51 AM Underlying Strike price Expiration date Option type
0.092EUR +8.24% 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: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.82%
1 Month  
+1050.00%
3 Months  
+31.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.111 0.048
1M High / 1M Low: 0.183 0.008
6M High / 6M Low: 0.560 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,157.92%
Volatility 6M:   551.78%
Volatility 1Y:   -
Volatility 3Y:   -