BVT Call 400 MCO 20.09.2024
/ DE000VM7NW63
BVT Call 400 MCO 20.09.2024/ DE000VM7NW63 /
6/18/2024 5:05:37 PM |
Chg.+0.140 |
Bid5:14:26 PM |
Ask5:14:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.450EUR |
+4.23% |
3.500 Bid Size: 12,000 |
3.540 Ask Size: 12,000 |
Moodys Corp |
400.00 - |
9/20/2024 |
Call |
Master data
WKN: |
VM7NW6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.18 |
Parity: |
-1.61 |
Time value: |
3.45 |
Break-even: |
434.50 |
Moneyness: |
0.96 |
Premium: |
0.13 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.04 |
Spread %: |
1.17% |
Delta: |
0.50 |
Theta: |
-0.23 |
Omega: |
5.60 |
Rho: |
0.41 |
Quote data
Open: |
3.380 |
High: |
3.450 |
Low: |
3.380 |
Previous Close: |
3.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.66% |
1 Month |
|
|
+3.60% |
3 Months |
|
|
+22.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.460 |
2.790 |
1M High / 1M Low: |
3.560 |
2.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |