BVT Call 420 MCO 21.06.2024
/ DE000VM6FV08
BVT Call 420 MCO 21.06.2024/ DE000VM6FV08 /
| 2024-06-04 8:44:23 AM |
Chg.+0.060 |
Bid9:56:49 AM |
Ask9:56:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+20.00% |
0.350
Bid Size: 8,600 |
0.390
Ask Size: 8,600 |
Moodys Corp |
420.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FV0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.18 |
| Parity: |
-5.18 |
| Time value: |
0.41 |
| Break-even: |
424.10 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
19.75 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
0.17 |
| Theta: |
-0.36 |
| Omega: |
15.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.98% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-68.14% |
| YTD |
|
|
-77.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.300 |
| 1M High / 1M Low: |
0.790 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-12 |
2.160 |
| Low (YTD): |
2024-05-06 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
