BVT Put 50 BMY 20.09.2024
/ DE000VM7NZS5
BVT Put 50 BMY 20.09.2024/ DE000VM7NZS5 /
18/09/2024 08:48:54 |
Chg.+0.013 |
Bid16:14:45 |
Ask16:14:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.081EUR |
+19.12% |
0.082 Bid Size: 158,000 |
0.092 Ask Size: 158,000 |
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: |
-46.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.53 |
Historic volatility: |
0.23 |
Parity: |
0.05 |
Time value: |
0.05 |
Break-even: |
44.01 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
6.42 |
Spread abs.: |
0.01 |
Spread %: |
11.76% |
Delta: |
-0.59 |
Theta: |
-0.17 |
Omega: |
-27.79 |
Rho: |
0.00 |
Quote data
Open: |
0.081 |
High: |
0.081 |
Low: |
0.081 |
Previous Close: |
0.068 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.71% |
1 Month |
|
|
-47.74% |
3 Months |
|
|
-90.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.181 |
0.068 |
1M High / 1M Low: |
0.250 |
0.068 |
6M High / 6M Low: |
0.950 |
0.068 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.496 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
362.92% |
Volatility 6M: |
|
245.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |