BVT Call 78 MS 21.06.2024
/ DE000VM58DK7
BVT Call 78 MS 21.06.2024/ DE000VM58DK7 /
| 6/14/2024 8:38:19 AM |
Chg.-0.03 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-1.81% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.22 |
| Parity: |
1.60 |
| Time value: |
0.04 |
| Break-even: |
89.04 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
5.08 |
| Rho: |
0.01 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.94% |
| 1 Month |
|
|
-19.70% |
| 3 Months |
|
|
+38.14% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.63 |
| 1M High / 1M Low: |
2.20 |
1.63 |
| 6M High / 6M Low: |
2.20 |
0.82 |
| High (YTD): |
5/22/2024 |
2.20 |
| Low (YTD): |
1/18/2024 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.35% |
| Volatility 6M: |
|
127.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
