BVT Call 1600 MSTR 20.12.2024
/ DE000VD2QGW2
BVT Call 1600 MSTR 20.12.2024/ DE000VD2QGW2 /
| 2024-05-31 8:54:22 AM |
Chg.-0.47 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
-8.99% |
-
Bid Size: - |
-
Ask Size: - |
MicroStrategy Inc |
1,600.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD2QGW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MicroStrategy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,600.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.83 |
| Parity: |
-0.70 |
| Time value: |
4.59 |
| Break-even: |
1,933.86 |
| Moneyness: |
0.95 |
| Premium: |
0.38 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
1.10% |
| Delta: |
0.66 |
| Theta: |
-1.16 |
| Omega: |
2.01 |
| Rho: |
2.56 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
5.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.61% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
4.76 |
| 1M High / 1M Low: |
6.31 |
2.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
