BVT Call 54 BMY 20.12.2024
/ DE000VD3SJ68
BVT Call 54 BMY 20.12.2024/ DE000VD3SJ68 /
| 09/10/2024 08:48:45 |
Chg.- |
Bid08:25:42 |
Ask08:25:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
- |
0.202
Bid Size: 27,000 |
0.216
Ask Size: 27,000 |
Bristol Myers Squibb... |
54.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SJ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.11 |
| Time value: |
0.23 |
| Break-even: |
51.66 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
4.52% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
10.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.215 |
| High: |
0.215 |
| Low: |
0.215 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.86% |
| 1 Month |
|
|
+60.45% |
| 3 Months |
|
|
+424.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.215 |
| 1M High / 1M Low: |
0.290 |
0.102 |
| 6M High / 6M Low: |
0.290 |
0.028 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.27% |
| Volatility 6M: |
|
335.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
