BVT Put 52 BMY 20.09.2024
/ DE000VM7NZ78
BVT Put 52 BMY 20.09.2024/ DE000VM7NZ78 /
2024-09-06 8:49:17 AM |
Chg.+0.011 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.225EUR |
+5.14% |
- Bid Size: - |
- Ask Size: - |
Bristol Myers Squibb... |
52.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM7NZ7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
52.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
0.30 |
Time value: |
0.02 |
Break-even: |
43.71 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
-0.82 |
Theta: |
-0.03 |
Omega: |
-11.25 |
Rho: |
-0.01 |
Quote data
Open: |
0.225 |
High: |
0.225 |
Low: |
0.225 |
Previous Close: |
0.214 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-51.09% |
3 Months |
|
|
-78.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.225 |
0.186 |
1M High / 1M Low: |
0.540 |
0.186 |
6M High / 6M Low: |
1.130 |
0.186 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.205 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.327 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.50% |
Volatility 6M: |
|
184.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |