BVT Call 56 BMY 20.12.2024
/ DE000VD3SKK3
BVT Call 56 BMY 20.12.2024/ DE000VD3SKK3 /
| 11/10/2024 10:13:06 |
Chg.-0.019 |
Bid10:48:06 |
Ask10:48:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
-12.84% |
0.135
Bid Size: 45,000 |
0.145
Ask Size: 45,000 |
Bristol Myers Squibb... |
56.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SKK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 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: |
33.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.33 |
| Time value: |
0.15 |
| Break-even: |
52.67 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
7.41% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
11.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.148 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.07% |
| 1 Month |
|
|
+38.71% |
| 3 Months |
|
|
+344.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.205 |
0.148 |
| 1M High / 1M Low: |
0.205 |
0.068 |
| 6M High / 6M Low: |
0.219 |
0.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.32% |
| Volatility 6M: |
|
354.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
