BVT Call 380 MCO 21.06.2024
/ DE000VM578H0
BVT Call 380 MCO 21.06.2024/ DE000VM578H0 /
| 31/05/2024 08:38:40 |
Chg.-0.15 |
Bid20:50:04 |
Ask20:50:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-6.98% |
1.92
Bid Size: 10,000 |
1.96
Ask Size: 10,000 |
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: |
17.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.18 |
| Parity: |
-1.49 |
| Time value: |
2.07 |
| Break-even: |
400.70 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
4.03 |
| Spread abs.: |
0.04 |
| Spread %: |
1.97% |
| Delta: |
0.45 |
| Theta: |
-0.65 |
| Omega: |
8.02 |
| Rho: |
0.08 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
+39.86% |
| 3 Months |
|
|
-20.32% |
| YTD |
|
|
-43.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.15 |
| 1M High / 1M Low: |
3.73 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/02/2024 |
4.40 |
| Low (YTD): |
02/05/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
