BVT Call 100 MS 21.06.2024
/ DE000VM674F1
BVT Call 100 MS 21.06.2024/ DE000VM674F1 /
| 2024-05-17 1:48:57 PM |
Chg.-0.029 |
Bid2:25:25 PM |
Ask2:25:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
-12.08% |
0.213
Bid Size: 33,000 |
0.233
Ask Size: 33,000 |
Morgan Stanley |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM674F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-0.04 |
| Time value: |
0.23 |
| Break-even: |
94.32 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
4.52% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
20.21 |
| Rho: |
0.04 |
Quote data
| Open: |
0.207 |
| High: |
0.211 |
| Low: |
0.207 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.89% |
| 1 Month |
|
|
+189.04% |
| 3 Months |
|
|
+142.53% |
| YTD |
|
|
-37.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.176 |
| 1M High / 1M Low: |
0.280 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.360 |
| Low (YTD): |
2024-04-30 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
