BVT Call 52 BMY 20.12.2024
/ DE000VD3SJ76
BVT Call 52 BMY 20.12.2024/ DE000VD3SJ76 /
| 2024-11-14 5:04:53 PM |
Chg.+0.050 |
Bid6:16:56 PM |
Ask6:16:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+7.94% |
0.710
Bid Size: 79,000 |
0.720
Ask Size: 79,000 |
Bristol Myers Squibb... |
52.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SJ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.61 |
| Time value: |
0.06 |
| Break-even: |
55.92 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
7.10 |
| Rho: |
0.04 |
Quote data
| Open: |
0.660 |
| High: |
0.680 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.95% |
| 1 Month |
|
|
+134.48% |
| 3 Months |
|
|
+275.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.330 |
| 1M High / 1M Low: |
0.840 |
0.260 |
| 6M High / 6M Low: |
0.840 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
572.14% |
| Volatility 6M: |
|
468.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
