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BVT Put 44 BMY 21.06.2024/  DE000VM4RBX4  /

Frankfurt Zert./VONT
2024-06-17  10:21:17 AM Chg.+0.043 Bid10:53:32 AM Ask10:53:32 AM Underlying Strike price Expiration date Option type
0.270EUR +18.94% 0.270
Bid Size: 29,000		 0.290
Ask Size: 29,000		 Bristol Myers Squibb... 44.00 USD 2024-06-21 Put
 

Master data

WKN: VM4RBX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Bristol Myers Squibb Co
Type: Warrant
Option type: Put
Strike price: 44.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-30
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.26
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.26
Implied volatility: 0.49
Historic volatility: 0.20
Parity: 0.26
Time value: 0.01
Break-even: 38.41
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.89
Theta: -0.04
Omega: -12.73
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.227
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+52.54%
1 Month  
+196.70%
3 Months  
+592.31%
YTD  
+116.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.233 0.132
1M High / 1M Low: 0.340 0.091
6M High / 6M Low: 0.340 0.015
High (YTD): 2024-05-29 0.340
Low (YTD): 2024-03-28 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   447.83%
Volatility 6M:   367.95%
Volatility 1Y:   -
Volatility 3Y:   -