BVT Put 42 BMY 21.06.2024
/ DE000VM5AMD6
BVT Put 42 BMY 21.06.2024/ DE000VM5AMD6 /
| 2024-06-06 8:05:00 PM |
Chg.+0.001 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
+0.81% |
-
Bid Size: - |
-
Ask Size: - |
Bristol Myers Squibb... |
42.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM5AMD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.07 |
| Time value: |
0.06 |
| Break-even: |
37.36 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
8.62% |
| Delta: |
-0.60 |
| Theta: |
-0.03 |
| Omega: |
-18.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.123 |
| High: |
0.141 |
| Low: |
0.115 |
| Previous Close: |
0.123 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
+106.67% |
| 3 Months |
|
|
+490.48% |
| YTD |
|
|
+34.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.089 |
| 1M High / 1M Low: |
0.181 |
0.033 |
| 6M High / 6M Low: |
0.181 |
0.009 |
| High (YTD): |
2024-05-29 |
0.181 |
| Low (YTD): |
2024-03-28 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.26% |
| Volatility 6M: |
|
376.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
