BVT Put 32 BRM 20.12.2024
/ DE000VD60W27
BVT Put 32 BRM 20.12.2024/ DE000VD60W27 /
| 2024-08-01 8:03:56 PM |
Chg.+0.001 |
Bid10:22:21 AM |
Ask10:22:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+12.50% |
0.010
Bid Size: 48,000 |
0.020
Ask Size: 48,000 |
BRISTOL-MYERS SQUIBB... |
32.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD60W2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BRISTOL-MYERS SQUIBBDL-10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-223.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-1.27 |
| Time value: |
0.02 |
| Break-even: |
31.80 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
-0.05 |
| Theta: |
0.00 |
| Omega: |
-10.16 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.011 |
| Low: |
0.009 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-85.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.008 |
| 1M High / 1M Low: |
0.065 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
501.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
