BVT Call 82 MS 21.06.2024
/ DE000VM58EE8
BVT Call 82 MS 21.06.2024/ DE000VM58EE8 /
| 6/14/2024 8:38:19 AM |
Chg.-0.03 |
Bid2:03:05 PM |
Ask2:03:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-2.33% |
1.18
Bid Size: 20,000 |
1.22
Ask Size: 20,000 |
Morgan Stanley |
82.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58EE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 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: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.22 |
| Parity: |
1.23 |
| Time value: |
0.04 |
| Break-even: |
89.07 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.92 |
| Theta: |
-0.11 |
| Omega: |
6.45 |
| Rho: |
0.01 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.27% |
| 1 Month |
|
|
-22.70% |
| 3 Months |
|
|
+41.57% |
| YTD |
|
|
-5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.29 |
| 1M High / 1M Low: |
1.84 |
1.29 |
| 6M High / 6M Low: |
1.84 |
0.58 |
| High (YTD): |
5/22/2024 |
1.84 |
| Low (YTD): |
1/18/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.29% |
| Volatility 6M: |
|
154.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
