BVT Call 100 MS 21.06.2024
/ DE000VM674F1
BVT Call 100 MS 21.06.2024/ DE000VM674F1 /
| 07/06/2024 10:17:28 |
Chg.+0.005 |
Bid10:26:52 |
Ask10:26:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+11.11% |
0.051
Bid Size: 23,000 |
0.064
Ask Size: 23,000 |
Morgan Stanley |
100.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
19/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
145.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.29 |
| Time value: |
0.06 |
| Break-even: |
92.42 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.74 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
0.26 |
| Theta: |
-0.05 |
| Omega: |
37.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.06% |
| 1 Month |
|
|
-58.33% |
| 3 Months |
|
|
-24.24% |
| YTD |
|
|
-85.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.045 |
| 1M High / 1M Low: |
0.350 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
0.360 |
| Low (YTD): |
06/06/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
