BVT Call 380 MCO 21.06.2024
/ DE000VM578H0
BVT Call 380 MCO 21.06.2024/ DE000VM578H0 /
| 2024-05-14 8:38:50 AM |
Chg.-0.28 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-10.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
15.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.18 |
| Parity: |
-1.17 |
| Time value: |
2.32 |
| Break-even: |
403.20 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
0.48 |
| Theta: |
-0.38 |
| Omega: |
7.62 |
| Rho: |
0.16 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.75% |
| 1 Month |
|
|
+0.89% |
| 3 Months |
|
|
+4.13% |
| YTD |
|
|
-36.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
1.71 |
| 1M High / 1M Low: |
2.72 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-12 |
4.40 |
| Low (YTD): |
2024-05-02 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
