BVT Put 52 BRM 20.12.2024
/ DE000VD3SJ92
BVT Put 52 BRM 20.12.2024/ DE000VD3SJ92 /
| 2024-11-14 7:41:40 PM |
Chg.-0.004 |
Bid8:24:08 PM |
Ask8:24:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-28.57% |
0.011
Bid Size: 154,000 |
0.021
Ask Size: 154,000 |
BRISTOL-MYERS SQUIBB... |
52.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3SJ9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BRISTOL-MYERS SQUIBBDL-10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-240.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.26 |
| Parity: |
-0.33 |
| Time value: |
0.02 |
| Break-even: |
51.77 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-32.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.010 |
| Previous Close: |
0.014 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-84.38% |
| 1 Month |
|
|
-94.87% |
| 3 Months |
|
|
-97.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.012 |
| 1M High / 1M Low: |
0.219 |
0.012 |
| 6M High / 6M Low: |
1.180 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.602 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.22% |
| Volatility 6M: |
|
207.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
