BVT Call 94 MS 21.06.2024
/ DE000VM674J3
BVT Call 94 MS 21.06.2024/ DE000VM674J3 /
| 03/06/2024 08:13:34 |
Chg.+0.060 |
Bid13:46:56 |
Ask13:46:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+14.63% |
0.460
Bid Size: 22,000 |
0.500
Ask Size: 22,000 |
Morgan Stanley |
94.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM674J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
19/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.12 |
| Break-even: |
91.32 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
14.21 |
| Rho: |
0.03 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.34% |
| 1 Month |
|
|
+80.77% |
| 3 Months |
|
|
+191.93% |
| YTD |
|
|
-20.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.370 |
| 1M High / 1M Low: |
0.760 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/05/2024 |
0.760 |
| Low (YTD): |
15/04/2024 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
