BVT Call 390 MCO 20.09.2024
/ DE000VM7NWQ6
BVT Call 390 MCO 20.09.2024/ DE000VM7NWQ6 /
| 31/05/2024 16:54:10 |
Chg.+0.120 |
Bid19:29:34 |
Ask19:29:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.100EUR |
+4.03% |
2.910
Bid Size: 13,000 |
2.950
Ask Size: 13,000 |
Moodys Corp |
390.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NWQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.18 |
| Parity: |
-2.49 |
| Time value: |
3.01 |
| Break-even: |
420.10 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.04 |
| Spread %: |
1.35% |
| Delta: |
0.47 |
| Theta: |
-0.19 |
| Omega: |
5.71 |
| Rho: |
0.44 |
Quote data
| Open: |
2.950 |
| High: |
3.100 |
| Low: |
2.920 |
| Previous Close: |
2.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.92% |
| 1 Month |
|
|
+39.64% |
| 3 Months |
|
|
+1.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
2.980 |
| 1M High / 1M Low: |
4.210 |
2.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
