BVT Call 105 MS 21.06.2024
/ DE000VM674U0
BVT Call 105 MS 21.06.2024/ DE000VM674U0 /
| 20/05/2024 19:50:54 |
Chg.+0.007 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
+10.14% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
105.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM674U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
112.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-0.44 |
| Time value: |
0.08 |
| Break-even: |
97.39 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
28.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.082 |
| High: |
0.082 |
| Low: |
0.076 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+181.48% |
| 3 Months |
|
|
+171.43% |
| YTD |
|
|
-63.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.069 |
| 1M High / 1M Low: |
0.089 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
0.218 |
| Low (YTD): |
30/04/2024 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
