BVT Call 84 MS 21.06.2024
/ DE000VM58DJ9
BVT Call 84 MS 21.06.2024/ DE000VM58DJ9 /
| 2024-06-03 8:37:41 AM |
Chg.+0.07 |
Bid10:44:50 AM |
Ask10:44:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+5.47% |
1.31
Bid Size: 12,000 |
1.37
Ask Size: 12,000 |
Morgan Stanley |
84.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58DJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 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: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.22 |
| Parity: |
1.28 |
| Time value: |
0.07 |
| Break-even: |
90.90 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
5.99 |
| Rho: |
0.03 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.16% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
+136.84% |
| YTD |
|
|
+13.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.22 |
| 1M High / 1M Low: |
1.65 |
0.96 |
| 6M High / 6M Low: |
1.65 |
0.39 |
| High (YTD): |
2024-05-22 |
1.65 |
| Low (YTD): |
2024-01-18 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.95% |
| Volatility 6M: |
|
190.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
