BVT Call 92 MS 21.06.2024
/ DE000VM6FU74
BVT Call 92 MS 21.06.2024/ DE000VM6FU74 /
| 2024-06-07 8:03:03 PM |
Chg.+0.060 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+12.24% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
92.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.48 |
| Time value: |
0.06 |
| Break-even: |
90.57 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
13.76 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.550 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
-14.06% |
| 3 Months |
|
|
+129.17% |
| YTD |
|
|
-20.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.990 |
0.490 |
| 6M High / 6M Low: |
0.990 |
0.172 |
| High (YTD): |
2024-05-21 |
0.990 |
| Low (YTD): |
2024-04-12 |
0.172 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.60% |
| Volatility 6M: |
|
292.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
