BVT Call 80 MS 21.06.2024
/ DE000VM58EG3
BVT Call 80 MS 21.06.2024/ DE000VM58EG3 /
| 03/06/2024 13:43:53 |
Chg.+0.110 |
Bid14:19:22 |
Ask14:19:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+6.92% |
1.660
Bid Size: 19,000 |
1.700
Ask Size: 19,000 |
Morgan Stanley |
80.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| 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: |
0.69 |
| Historic volatility: |
0.22 |
| Parity: |
1.64 |
| Time value: |
0.07 |
| Break-even: |
90.82 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
4.85 |
| Rho: |
0.03 |
Quote data
| Open: |
1.630 |
| High: |
1.700 |
| Low: |
1.630 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
+23.19% |
| 3 Months |
|
|
+107.32% |
| YTD |
|
|
+15.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.590 |
| 1M High / 1M Low: |
2.090 |
1.380 |
| 6M High / 6M Low: |
2.090 |
0.590 |
| High (YTD): |
21/05/2024 |
2.090 |
| Low (YTD): |
18/01/2024 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.85% |
| Volatility 6M: |
|
178.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
