BVT Put 50 BMY 20.09.2024
/ DE000VM7NZS5
BVT Put 50 BMY 20.09.2024/ DE000VM7NZS5 /
| 7/8/2024 8:01:35 PM |
Chg.-0.060 |
Bid8:00:14 AM |
Ask8:00:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-6.12% |
0.920
Bid Size: 17,000 |
0.950
Ask Size: 17,000 |
Bristol Myers Squibb... |
50.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
0.96 |
| Time value: |
0.01 |
| Break-even: |
36.49 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-3.23 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.920 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
+5.75% |
| 3 Months |
|
|
+283.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.890 |
| 1M High / 1M Low: |
0.980 |
0.730 |
| 6M High / 6M Low: |
0.980 |
0.162 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.30% |
| Volatility 6M: |
|
159.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
