BVT Call 370 MCO 21.06.2024
/ DE000VM578G2
BVT Call 370 MCO 21.06.2024/ DE000VM578G2 /
| 2024-05-16 4:53:54 PM |
Chg.+0.040 |
Bid6:50:24 PM |
Ask6:50:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.280EUR |
+0.94% |
4.390
Bid Size: 9,000 |
4.430
Ask Size: 9,000 |
Moodys Corp |
370.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM578G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
3.43 |
| Break-even: |
410.80 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.04 |
| Spread %: |
0.99% |
| Delta: |
0.58 |
| Theta: |
-0.52 |
| Omega: |
5.38 |
| Rho: |
0.18 |
Quote data
| Open: |
4.020 |
| High: |
4.280 |
| Low: |
3.990 |
| Previous Close: |
4.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.17% |
| 1 Month |
|
|
+87.72% |
| 3 Months |
|
|
+56.20% |
| YTD |
|
|
+3.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.240 |
2.950 |
| 1M High / 1M Low: |
4.240 |
1.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-12 |
5.080 |
| Low (YTD): |
2024-05-02 |
1.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
