BVT Call 78 MS 21.06.2024
/ DE000VM58DK7
BVT Call 78 MS 21.06.2024/ DE000VM58DK7 /
| 6/3/2024 10:13:15 AM |
Chg.+0.030 |
Bid11:17:09 AM |
Ask11:17:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
+1.69% |
1.850
Bid Size: 12,000 |
1.910
Ask Size: 12,000 |
Morgan Stanley |
78.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58DK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.22 |
| Parity: |
1.83 |
| Time value: |
0.06 |
| Break-even: |
90.77 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
4.44 |
| Rho: |
0.03 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.800 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.33% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
+11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.770 |
| 1M High / 1M Low: |
2.280 |
1.550 |
| 6M High / 6M Low: |
2.280 |
0.700 |
| High (YTD): |
5/21/2024 |
2.280 |
| Low (YTD): |
1/18/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.28% |
| Volatility 6M: |
|
160.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
