BVT Call 380 MCO 20.09.2024
/ DE000VM73AN6
BVT Call 380 MCO 20.09.2024/ DE000VM73AN6 /
| 07/06/2024 08:48:48 |
Chg.-0.25 |
Bid16:31:46 |
Ask16:31:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
-5.49% |
4.13
Bid Size: 11,000 |
4.17
Ask Size: 11,000 |
Moodys Corp |
380.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VM73AN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
4.33 |
| Break-even: |
423.30 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.04 |
| Spread %: |
0.93% |
| Delta: |
0.55 |
| Theta: |
-0.23 |
| Omega: |
4.75 |
| Rho: |
0.47 |
Quote data
| Open: |
4.30 |
| High: |
4.30 |
| Low: |
4.30 |
| Previous Close: |
4.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.47% |
| 1 Month |
|
|
+36.51% |
| 3 Months |
|
|
+1.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.55 |
3.54 |
| 1M High / 1M Low: |
5.00 |
3.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
