BVT Call 420 MCO 20.09.2024
/ DE000VM7NW71
BVT Call 420 MCO 20.09.2024/ DE000VM7NW71 /
| 5/28/2024 8:03:52 PM |
Chg.-0.170 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
-7.83% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
420.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
VM7NW7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-4.20 |
| Time value: |
2.25 |
| Break-even: |
442.50 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.08 |
| Spread %: |
3.69% |
| Delta: |
0.40 |
| Theta: |
-0.17 |
| Omega: |
6.65 |
| Rho: |
0.40 |
Quote data
| Open: |
2.190 |
| High: |
2.190 |
| Low: |
2.000 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.32% |
| 1 Month |
|
|
+45.99% |
| 3 Months |
|
|
+7.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
2.000 |
| 1M High / 1M Low: |
2.420 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
