BVT Call 105 MS 21.06.2024
/ DE000VM674U0
BVT Call 105 MS 21.06.2024/ DE000VM674U0 /
| 5/31/2024 7:50:32 PM |
Chg.-0.003 |
Bid9:58:23 PM |
Ask9:52:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-23.08% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
105.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
334.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.66 |
| Time value: |
0.03 |
| Break-even: |
97.06 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.82 |
| Spread abs.: |
0.01 |
| Spread %: |
107.69% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
37.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.014 |
| High: |
0.015 |
| Low: |
0.010 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.74% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-65.52% |
| YTD |
|
|
-95.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.010 |
| 1M High / 1M Low: |
0.118 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
0.218 |
| Low (YTD): |
5/31/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
512.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
