BVT Call 380 MCO 21.06.2024
/ DE000VM578H0
BVT Call 380 MCO 21.06.2024/ DE000VM578H0 /
| 2024-06-04 8:38:57 AM |
Chg.+0.22 |
Bid8:39:04 AM |
Ask8:39:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+10.43% |
2.34
Bid Size: 2,000 |
2.61
Ask Size: 2,000 |
Moodys Corp |
380.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM578H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.18 |
| Parity: |
-1.42 |
| Time value: |
2.12 |
| Break-even: |
401.20 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
5.51 |
| Spread abs.: |
0.04 |
| Spread %: |
1.92% |
| Delta: |
0.46 |
| Theta: |
-0.76 |
| Omega: |
7.91 |
| Rho: |
0.07 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.64% |
| 1 Month |
|
|
+66.43% |
| 3 Months |
|
|
-10.73% |
| YTD |
|
|
-34.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.00 |
| 1M High / 1M Low: |
3.73 |
1.42 |
| 6M High / 6M Low: |
4.40 |
1.32 |
| High (YTD): |
2024-02-12 |
4.40 |
| Low (YTD): |
2024-05-02 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.09% |
| Volatility 6M: |
|
161.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
