BVT Call 440 MCO 21.06.2024
/ DE000VM69MY6
BVT Call 440 MCO 21.06.2024/ DE000VM69MY6 /
| 2024-05-16 4:48:11 PM |
Chg.-0.050 |
Bid5:22:35 PM |
Ask5:22:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-16.13% |
0.300
Bid Size: 16,000 |
0.340
Ask Size: 16,000 |
Moodys Corp |
440.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM69MY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
-6.35 |
| Time value: |
0.30 |
| Break-even: |
443.00 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
4.21 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.13 |
| Theta: |
-0.15 |
| Omega: |
16.42 |
| Rho: |
0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.240 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
-74.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.096 |
| 1M High / 1M Low: |
0.360 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-12 |
1.540 |
| Low (YTD): |
2024-05-02 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.183 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
937.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
