BVT Call 2900 MSTR 20.12.2024
/ DE000VD2X439
BVT Call 2900 MSTR 20.12.2024/ DE000VD2X439 /
2024-05-31 7:51:18 PM |
Chg.-0.510 |
Bid8:43:33 AM |
Ask8:43:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.370EUR |
-17.71% |
2.560 Bid Size: 6,000 |
2.770 Ask Size: 6,000 |
MicroStrategy Inc |
2,900.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD2X43 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MicroStrategy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-27 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.22 |
Historic volatility: |
0.83 |
Parity: |
-12.68 |
Time value: |
2.41 |
Break-even: |
2,914.18 |
Moneyness: |
0.53 |
Premium: |
1.07 |
Premium p.a.: |
2.74 |
Spread abs.: |
0.05 |
Spread %: |
2.12% |
Delta: |
0.41 |
Theta: |
-1.26 |
Omega: |
2.38 |
Rho: |
1.84 |
Quote data
Open: |
2.560 |
High: |
2.560 |
Low: |
2.370 |
Previous Close: |
2.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.08% |
1 Month |
|
|
+47.21% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.250 |
2.370 |
1M High / 1M Low: |
3.330 |
1.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.852 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.330 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |