BVT Call 88 MS 21.06.2024
/ DE000VM58DN1
BVT Call 88 MS 21.06.2024/ DE000VM58DN1 /
| 6/14/2024 4:44:58 PM |
Chg.-0.040 |
Bid6:26:33 PM |
Ask6:26:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-5.71% |
0.720
Bid Size: 48,000 |
0.730
Ask Size: 48,000 |
Morgan Stanley |
88.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58DN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 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: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
0.67 |
| Time value: |
0.05 |
| Break-even: |
89.16 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
10.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.640 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.47% |
| 1 Month |
|
|
-43.10% |
| 3 Months |
|
|
+43.48% |
| YTD |
|
|
-28.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.700 |
| 1M High / 1M Low: |
1.370 |
0.700 |
| 6M High / 6M Low: |
1.370 |
0.300 |
| High (YTD): |
5/21/2024 |
1.370 |
| Low (YTD): |
4/12/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.35% |
| Volatility 6M: |
|
229.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
