BVT Put 92 MS 21.06.2024/ DE000VM674B0 /
| 6/14/2024 8:13:49 AM | Chg.-0.002 | Bid12:31:08 PM | Ask12:31:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.017EUR | -10.53% | 0.026 Bid Size: 24,000 |
0.036 Ask Size: 24,000 |
Morgan Stanley | 92.00 USD | 6/21/2024 | Put |
Master data
| WKN: | VM674B |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Morgan Stanley |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 92.00 USD |
| Maturity: | 6/21/2024 |
| Issue date: | 12/19/2023 |
| Last trading day: | 6/21/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -316.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | -0.30 |
| Time value: | 0.03 |
| Break-even: | 85.40 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 5.61 |
| Spread abs.: | 0.01 |
| Spread %: | 55.56% |
| Delta: | -0.16 |
| Theta: | -0.05 |
| Omega: | -51.43 |
| Rho: | 0.00 |
Quote data
| Open: | 0.017 |
|---|---|
| High: | 0.017 |
| Low: | 0.017 |
| Previous Close: | 0.019 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.17% | ||
|---|---|---|---|
| 1 Month | -66.67% | ||
| 3 Months | -96.67% | ||
| YTD | -96.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.028 | 0.019 |
|---|---|---|
| 1M High / 1M Low: | 0.057 | 0.017 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/18/2024 | 0.970 |
| Low (YTD): | 5/22/2024 | 0.017 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.023 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.031 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 599.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
