BVT Put 52 BMY 20.09.2024
/ DE000VM7NZ78
BVT Put 52 BMY 20.09.2024/ DE000VM7NZ78 /
| 2024-05-24 8:44:30 AM |
Chg.+0.08 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
Bristol Myers Squibb... |
52.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7NZ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 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: |
-3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
0.99 |
| Time value: |
0.04 |
| Break-even: |
37.64 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-2.91 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.99% |
| 1 Month |
|
|
+44.93% |
| 3 Months |
|
|
+194.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.76 |
| 1M High / 1M Low: |
1.00 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
