BVT Call 75 MS 21.06.2024
/ DE000VD0DC16
BVT Call 75 MS 21.06.2024/ DE000VD0DC16 /
| 6/3/2024 10:33:45 AM |
Chg.+0.070 |
Bid1:46:56 PM |
Ask1:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+3.38% |
2.160
Bid Size: 19,000 |
2.200
Ask Size: 19,000 |
Morgan Stanley |
75.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VD0DC1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.22 |
| Parity: |
2.10 |
| Time value: |
0.07 |
| Break-even: |
90.81 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
3.88 |
| Rho: |
0.03 |
Quote data
| Open: |
2.140 |
| High: |
2.140 |
| Low: |
2.140 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.96% |
| 1 Month |
|
|
+16.94% |
| 3 Months |
|
|
+75.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
2.070 |
| 1M High / 1M Low: |
2.530 |
1.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
