BVT Call 370 MCO 21.06.2024
/ DE000VM578G2
BVT Call 370 MCO 21.06.2024/ DE000VM578G2 /
| 5/9/2024 7:50:39 PM |
Chg.+0.250 |
Bid9:45:24 PM |
Ask9:45:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.190EUR |
+8.50% |
3.300
Bid Size: 10,000 |
3.340
Ask Size: 10,000 |
Moodys Corp |
370.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM578G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.18 |
| Parity: |
-0.16 |
| Time value: |
3.11 |
| Break-even: |
401.10 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.30% |
| Delta: |
0.54 |
| Theta: |
-0.38 |
| Omega: |
6.43 |
| Rho: |
0.20 |
Quote data
| Open: |
3.010 |
| High: |
3.190 |
| Low: |
2.890 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+101.90% |
| 1 Month |
|
|
-13.32% |
| 3 Months |
|
|
-33.40% |
| YTD |
|
|
-23.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
1.580 |
| 1M High / 1M Low: |
3.680 |
1.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/12/2024 |
5.080 |
| Low (YTD): |
5/2/2024 |
1.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
