BVT Call 140 MSFT 17.12.2021/  DE000VE900J2  /

Frankfurt Zert./VONT
11/3/2021  1:15:42 PM Chg.+0.060 Bid1:39:19 PM Ask11/3/2021 Underlying Strike price Expiration date Option type
16.780EUR +0.36% -
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: 1.73
Leverage: Yes

Calculated values

Fair value: 16.79
Intrinsic value: 16.79
Implied volatility: 2.81
Historic volatility: 0.17
Parity: 16.79
Time value: 0.05
Break-even: 292.09
Moneyness: 2.36
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 0.53%
Delta: 0.96
Theta: -0.31
Omega: 1.66
Rho: 0.05
 

Quote data

Open: 16.690
High: 16.820
Low: 16.690
Previous Close: 16.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+0.36%
3 Months  
+23.20%
YTD  
+134.36%
1 Year  
+158.55%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 16.780 16.720
6M High / 6M Low: 16.780 8.780
High (YTD): 11/3/2021 16.780
Low (YTD): 1/6/2021 6.260
52W High: 11/3/2021 16.780
52W Low: 12/10/2020 6.200
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   16.750
Avg. volume 1M:   0.000
Avg. price 6M:   12.664
Avg. volume 6M:   0.000
Avg. price 1Y:   10.309
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   33.43%
Volatility 1Y:   42.99%
Volatility 3Y:   -