BVT Call 400 MSFT 07.06.2024
/ DE000VD5H971
BVT Call 400 MSFT 07.06.2024/ DE000VD5H971 /
| 2024-05-31 7:51:07 PM |
Chg.-1.030 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-54.50% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
400.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
VD5H97 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-06-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.39 |
| Time value: |
0.13 |
| Break-even: |
383.91 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.86 |
| Theta: |
-0.29 |
| Omega: |
21.57 |
| Rho: |
0.05 |
Quote data
| Open: |
1.630 |
| High: |
1.670 |
| Low: |
0.860 |
| Previous Close: |
1.890 |
| Turnover: |
415.500 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
0.860 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.280 |
| Avg. volume 1W: |
|
60 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
