BVT Call 390 MCO 21.06.2024
/ DE000VM578J6
BVT Call 390 MCO 21.06.2024/ DE000VM578J6 /
| 5/16/2024 2:08:27 PM |
Chg.-0.210 |
Bid3:37:27 PM |
Ask3:37:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
-8.14% |
2.380
Bid Size: 10,000 |
2.420
Ask Size: 10,000 |
Moodys Corp |
390.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM578J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.18 |
| Parity: |
-1.35 |
| Time value: |
2.45 |
| Break-even: |
414.50 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.04 |
| Spread %: |
1.66% |
| Delta: |
0.48 |
| Theta: |
-0.43 |
| Omega: |
7.31 |
| Rho: |
0.15 |
Quote data
| Open: |
2.390 |
| High: |
2.390 |
| Low: |
2.370 |
| Previous Close: |
2.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.21% |
| 1 Month |
|
|
+76.87% |
| 3 Months |
|
|
+39.41% |
| YTD |
|
|
-19.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.580 |
1.540 |
| 1M High / 1M Low: |
2.580 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/12/2024 |
3.840 |
| Low (YTD): |
5/2/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
