BVT Call 140 MSFT 17.12.2021/  DE000VE900J2  /

EUWAX
11/3/2021  9:21:07 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
16.78EUR - -
Bid Size: -
-
Ask Size: -
Microsoft Corp 140.00 USD 12/17/2021 Call

Master data

WKN: VE900J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Microsoft Corp
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/17/2021
Issue date: 3/17/2020
Last trading day: 11/3/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.77
Leverage: Yes

Calculated values

Fair value: 17.48
Intrinsic value: 17.48
Implied volatility: -
Historic volatility: 0.17
Parity: 17.48
Time value: -0.64
Break-even: 292.03
Moneyness: 2.41
Premium: -0.02
Premium p.a.: -0.33
Spread abs.: 0.09
Spread %: 0.53%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 16.78
High: 16.78
Low: 16.78
Previous Close: 16.38
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.73%
3 Months  
+22.57%
YTD  
+134.03%
1 Year  
+156.18%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 16.78 15.87
6M High / 6M Low: 16.78 8.83
High (YTD): 11/3/2021 16.78
Low (YTD): 1/18/2021 6.28
52W High: 11/3/2021 16.78
52W Low: 12/11/2020 6.11
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   16.43
Avg. volume 1M:   0.00
Avg. price 6M:   12.55
Avg. volume 6M:   0.00
Avg. price 1Y:   10.24
Avg. volume 1Y:   0.00
Volatility 1M:   55.04%
Volatility 6M:   34.06%
Volatility 1Y:   43.53%
Volatility 3Y:   -