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 |
|
|
-27.49% |
1 Month |
|
|
+93.75% |
3 Months |
|
|
+520.00% |
YTD |
|
|
+34.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.171 |
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: |
|
0.123 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.062 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
446.99% |
Volatility 6M: |
|
376.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |