BVT Call 420 MCO 21.06.2024
/ DE000VM6FV08
BVT Call 420 MCO 21.06.2024/ DE000VM6FV08 /
| 6/3/2024 8:42:54 AM |
Chg.0.000 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
420.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM6FV0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
110.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
-5.42 |
| Time value: |
0.33 |
| Break-even: |
423.30 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
18.30 |
| Spread abs.: |
0.04 |
| Spread %: |
13.79% |
| Delta: |
0.15 |
| Theta: |
-0.30 |
| Omega: |
16.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.82% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
-73.45% |
| YTD |
|
|
-80.89% |
| 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): |
2/12/2024 |
2.160 |
| Low (YTD): |
5/6/2024 |
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: |
|
- |
