BVT Put 48 BMY 20.09.2024
/ DE000VM7NZU1
BVT Put 48 BMY 20.09.2024/ DE000VM7NZU1 /
2024-06-24 10:13:30 AM |
Chg.-0.060 |
Bid11:48:21 AM |
Ask11:48:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-8.70% |
0.610 Bid Size: 31,000 |
0.630 Ask Size: 31,000 |
Bristol Myers Squibb... |
48.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM7NZU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Bristol Myers Squibb Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.39 |
Historic volatility: |
0.20 |
Parity: |
0.57 |
Time value: |
0.08 |
Break-even: |
38.41 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
-0.71 |
Theta: |
-0.01 |
Omega: |
-4.32 |
Rho: |
-0.08 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-4.55% |
3 Months |
|
|
+260.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.690 |
1M High / 1M Low: |
0.760 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.720 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.683 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |