BVT Put 48 BMY 20.09.2024
/ DE000VM7NZU1
BVT Put 48 BMY 20.09.2024/ DE000VM7NZU1 /
| 6/28/2024 4:47:43 PM |
Chg.-0.030 |
Bid5:09:17 PM |
Ask5:09:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-4.62% |
0.620
Bid Size: 120,000 |
0.630
Ask Size: 120,000 |
Bristol Myers Squibb... |
48.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7NZU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.61 |
| Time value: |
0.08 |
| Break-even: |
37.93 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-4.05 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
-16.22% |
| 3 Months |
|
|
+439.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.590 |
| 1M High / 1M Low: |
0.760 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
