BVT Call 380 MCO 21.06.2024
/ DE000VM578H0
BVT Call 380 MCO 21.06.2024/ DE000VM578H0 /
| 07/06/2024 08:39:01 |
Chg.-0.25 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
-8.17% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
380.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VM578H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.18 |
| Parity: |
-0.63 |
| Time value: |
2.54 |
| Break-even: |
405.40 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
8.80 |
| Spread abs.: |
0.04 |
| Spread %: |
1.60% |
| Delta: |
0.51 |
| Theta: |
-1.09 |
| Omega: |
7.43 |
| Rho: |
0.06 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
3.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.50% |
| 1 Month |
|
|
+24.89% |
| 3 Months |
|
|
-13.80% |
| YTD |
|
|
-20.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.11 |
| 1M High / 1M Low: |
3.73 |
2.00 |
| 6M High / 6M Low: |
4.40 |
1.32 |
| High (YTD): |
12/02/2024 |
4.40 |
| Low (YTD): |
02/05/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.03% |
| Volatility 6M: |
|
165.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
