BVT Call 78 MS 21.06.2024
/ DE000VM58DK7
BVT Call 78 MS 21.06.2024/ DE000VM58DK7 /
| 14/06/2024 19:42:13 |
Chg.0.000 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
78.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.22 |
| Parity: |
1.63 |
| Time value: |
0.04 |
| Break-even: |
89.56 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.94 |
| Theta: |
-0.12 |
| Omega: |
5.04 |
| Rho: |
0.01 |
Quote data
| Open: |
1.600 |
| High: |
1.630 |
| Low: |
1.570 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.44% |
| 1 Month |
|
|
-23.83% |
| 3 Months |
|
|
+41.74% |
| YTD |
|
|
+0.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.630 |
| 1M High / 1M Low: |
2.280 |
1.630 |
| 6M High / 6M Low: |
2.280 |
0.830 |
| High (YTD): |
21/05/2024 |
2.280 |
| Low (YTD): |
18/01/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.62% |
| Volatility 6M: |
|
136.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
