BVT Call 75 MS 21.06.2024
/ DE000VD0DC16
BVT Call 75 MS 21.06.2024/ DE000VD0DC16 /
| 14/06/2024 08:39:40 |
Chg.-0.03 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-1.55% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
75.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.22 |
| Parity: |
1.88 |
| Time value: |
0.04 |
| Break-even: |
89.05 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.95 |
| Theta: |
-0.11 |
| Omega: |
4.37 |
| Rho: |
0.01 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.77% |
| 1 Month |
|
|
-17.75% |
| 3 Months |
|
|
+33.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.90 |
| 1M High / 1M Low: |
2.47 |
1.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
