BVT Call 400 MCO 21.06.2024
/ DE000VM57776
BVT Call 400 MCO 21.06.2024/ DE000VM57776 /
| 5/9/2024 7:44:10 PM |
Chg.+0.130 |
Bid8:52:28 PM |
Ask8:52:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+12.75% |
1.200
Bid Size: 17,000 |
1.240
Ask Size: 17,000 |
Moodys Corp |
400.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM5777 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-3.16 |
| Time value: |
1.15 |
| Break-even: |
411.50 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.04 |
| Spread %: |
3.60% |
| Delta: |
0.33 |
| Theta: |
-0.25 |
| Omega: |
10.70 |
| Rho: |
0.13 |
Quote data
| Open: |
1.070 |
| High: |
1.150 |
| Low: |
1.010 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+134.69% |
| 1 Month |
|
|
-38.83% |
| 3 Months |
|
|
-60.75% |
| YTD |
|
|
-51.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.490 |
| 1M High / 1M Low: |
1.880 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/12/2024 |
3.220 |
| Low (YTD): |
5/2/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
