BVT Call 80 MS 21.06.2024
/ DE000VM58EG3
BVT Call 80 MS 21.06.2024/ DE000VM58EG3 /
| 2024-05-31 7:42:42 PM |
Chg.-0.030 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-1.85% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58EG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.22 |
| Parity: |
1.64 |
| Time value: |
0.07 |
| Break-even: |
90.84 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
4.87 |
| Rho: |
0.04 |
Quote data
| Open: |
1.650 |
| High: |
1.670 |
| Low: |
1.590 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.05% |
| 1 Month |
|
|
+41.96% |
| 3 Months |
|
|
+93.90% |
| YTD |
|
|
+8.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.590 |
| 1M High / 1M Low: |
2.090 |
1.270 |
| 6M High / 6M Low: |
2.090 |
0.590 |
| High (YTD): |
2024-05-21 |
2.090 |
| Low (YTD): |
2024-01-18 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.38% |
| Volatility 6M: |
|
177.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
