BVT Call 45 BMY 20.09.2024
/ DE000VD45GB5
BVT Call 45 BMY 20.09.2024/ DE000VD45GB5 /
| 2024-06-05 9:00:09 AM |
Chg.-0.004 |
Bid4:23:03 PM |
Ask4:23:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.122EUR |
-3.17% |
0.097
Bid Size: 220,000 |
0.107
Ask Size: 220,000 |
Bristol Myers Squibb... |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD45GB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.30 |
| Time value: |
0.13 |
| Break-even: |
42.62 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
8.55% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
10.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.122 |
| High: |
0.122 |
| Low: |
0.122 |
| Previous Close: |
0.126 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.53% |
| 1 Month |
|
|
-45.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.085 |
| 1M High / 1M Low: |
0.270 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
