BVT Put 50 BMY 20.09.2024
/ DE000VM7NZS5
BVT Put 50 BMY 20.09.2024/ DE000VM7NZS5 /
| 01/08/2024 20:04:22 |
Chg.+0.010 |
Bid21:57:03 |
Ask21:57:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
Bristol Myers Squibb... |
50.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NZS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.23 |
| Time value: |
0.08 |
| Break-even: |
43.09 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-9.12 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.90% |
| 1 Month |
|
|
-68.60% |
| 3 Months |
|
|
-54.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.187 |
| 1M High / 1M Low: |
0.980 |
0.187 |
| 6M High / 6M Low: |
0.980 |
0.162 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.68% |
| Volatility 6M: |
|
190.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
