BVT Call 2400 MSTR 20.12.2024
/ DE000VD2QTY1
BVT Call 2400 MSTR 20.12.2024/ DE000VD2QTY1 /
| 2024-05-31 7:53:04 PM |
Chg.-0.620 |
Bid8:31:00 AM |
Ask8:31:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-17.66% |
3.200
Bid Size: 6,000 |
3.460
Ask Size: 6,000 |
MicroStrategy Inc |
2,400.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD2QTY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MicroStrategy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.83 |
| Parity: |
-8.07 |
| Time value: |
2.97 |
| Break-even: |
2,508.45 |
| Moneyness: |
0.64 |
| Premium: |
0.79 |
| Premium p.a.: |
1.88 |
| Spread abs.: |
0.05 |
| Spread %: |
1.71% |
| Delta: |
0.48 |
| Theta: |
-1.28 |
| Omega: |
2.28 |
| Rho: |
2.09 |
Quote data
| Open: |
3.120 |
| High: |
3.120 |
| Low: |
2.890 |
| Previous Close: |
3.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
+42.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.910 |
2.890 |
| 1M High / 1M Low: |
3.960 |
1.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
