BVT Put 40 BMY 20.09.2024
/ DE000VM9PR74
BVT Put 40 BMY 20.09.2024/ DE000VM9PR74 /
| 2024-06-28 4:53:35 PM |
Chg.-0.009 |
Bid7:53:26 PM |
Ask7:53:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
-6.29% |
0.139
Bid Size: 220,000 |
0.149
Ask Size: 220,000 |
Bristol Myers Squibb... |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM9PR7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-0.14 |
| Time value: |
0.17 |
| Break-even: |
35.71 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
6.45% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-8.41 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.153 |
| High: |
0.153 |
| Low: |
0.134 |
| Previous Close: |
0.143 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.71% |
| 1 Month |
|
|
-34.31% |
| 3 Months |
|
|
+538.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.122 |
| 1M High / 1M Low: |
0.211 |
0.122 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
