BVT Call 62 BMY 20.12.2024
/ DE000VD3SKP2
BVT Call 62 BMY 20.12.2024/ DE000VD3SKP2 /
| 14/11/2024 08:48:43 |
Chg.-0.029 |
Bid19:10:11 |
Ask19:10:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-39.73% |
0.061
Bid Size: 152,000 |
0.071
Ask Size: 152,000 |
Bristol Myers Squibb... |
62.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SKP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 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: |
93.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
-0.34 |
| Time value: |
0.06 |
| Break-even: |
59.27 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
22.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+131.58% |
| 1 Month |
|
|
+69.23% |
| 3 Months |
|
|
+12.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.009 |
| 1M High / 1M Low: |
0.113 |
0.009 |
| 6M High / 6M Low: |
0.113 |
0.009 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,929.28% |
| Volatility 6M: |
|
1,654.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
