BVT Call 390 MCO 21.06.2024
/ DE000VM578J6
BVT Call 390 MCO 21.06.2024/ DE000VM578J6 /
| 31/05/2024 20:06:47 |
Chg.-0.110 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-8.15% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
390.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VM578J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.18 |
| Parity: |
-2.49 |
| Time value: |
1.37 |
| Break-even: |
403.70 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
4.73 |
| Spread abs.: |
0.04 |
| Spread %: |
3.01% |
| Delta: |
0.37 |
| Theta: |
-0.53 |
| Omega: |
9.95 |
| Rho: |
0.07 |
Quote data
| Open: |
1.330 |
| High: |
1.490 |
| Low: |
1.240 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
+30.53% |
| 3 Months |
|
|
-40.95% |
| YTD |
|
|
-57.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.240 |
| 1M High / 1M Low: |
2.750 |
0.740 |
| 6M High / 6M Low: |
3.840 |
0.740 |
| High (YTD): |
12/02/2024 |
3.840 |
| Low (YTD): |
02/05/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.76% |
| Volatility 6M: |
|
201.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
