BVT Put 46 BRM 20.12.2024
/ DE000VD3SKF3
BVT Put 46 BRM 20.12.2024/ DE000VD3SKF3 /
| 10/9/2024 8:48:45 AM |
Chg.- |
Bid8:03:01 AM |
Ask8:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
- |
0.057
Bid Size: 27,000 |
0.067
Ask Size: 27,000 |
BRISTOL-MYERS SQUIBB... |
46.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SKF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BRISTOL-MYERS SQUIBBDL-10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-74.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.24 |
| Parity: |
-0.23 |
| Time value: |
0.07 |
| Break-even: |
45.35 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
18.18% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-18.61 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.96% |
| 1 Month |
|
|
-62.11% |
| 3 Months |
|
|
-89.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.050 |
| 1M High / 1M Low: |
0.183 |
0.050 |
| 6M High / 6M Low: |
0.680 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.10% |
| Volatility 6M: |
|
177.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
