BVT Put 95 MS 21.06.2024/ DE000VD18K32 /
| 6/3/2024 8:43:02 AM | Chg.-0.030 | Bid4:31:05 PM | Ask4:31:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.070EUR | -30.00% | 0.081 Bid Size: 92,000 |
0.091 Ask Size: 92,000 |
Morgan Stanley | 95.00 USD | 6/21/2024 | Put |
Master data
| WKN: | VD18K3 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Morgan Stanley |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 95.00 USD |
| Maturity: | 6/21/2024 |
| Issue date: | 3/15/2024 |
| Last trading day: | 6/21/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -103.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -0.26 |
| Time value: | 0.09 |
| Break-even: | 86.67 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 1.16 |
| Spread abs.: | 0.01 |
| Spread %: | 12.99% |
| Delta: | -0.28 |
| Theta: | -0.04 |
| Omega: | -28.59 |
| Rho: | -0.01 |
Quote data
| Open: | 0.070 |
|---|---|
| High: | 0.070 |
| Low: | 0.070 |
| Previous Close: | 0.100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.81% | ||
|---|---|---|---|
| 1 Month | -79.41% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.122 | 0.057 |
|---|---|---|
| 1M High / 1M Low: | 0.340 | 0.036 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.082 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.114 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 498.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
