BVT Call 100 MS 21.06.2024
/ DE000VM674F1
BVT Call 100 MS 21.06.2024/ DE000VM674F1 /
| 6/6/2024 8:12:59 AM |
Chg.+0.008 |
Bid9:44:00 PM |
Ask9:44:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+19.05% |
0.049
Bid Size: 92,000 |
0.059
Ask Size: 92,000 |
Morgan Stanley |
100.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
143.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.31 |
| Time value: |
0.06 |
| Break-even: |
92.58 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
0.25 |
| Theta: |
-0.05 |
| Omega: |
36.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.042 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.21% |
| 1 Month |
|
|
-38.27% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-85.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.042 |
| 1M High / 1M Low: |
0.300 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
0.350 |
| Low (YTD): |
6/5/2024 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| 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: |
|
491.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
