BVT Call 370 MCO 21.06.2024
/ DE000VM578G2
BVT Call 370 MCO 21.06.2024/ DE000VM578G2 /
2024-04-26 7:54:25 PM |
Chg.+0.010 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.200EUR |
+0.46% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
370.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VM578G |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.18 |
Parity: |
-1.91 |
Time value: |
2.10 |
Break-even: |
391.00 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.04 |
Spread %: |
1.94% |
Delta: |
0.45 |
Theta: |
-0.27 |
Omega: |
7.45 |
Rho: |
0.20 |
Quote data
Open: |
2.010 |
High: |
2.200 |
Low: |
2.010 |
Previous Close: |
2.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.79% |
1 Month |
|
|
-31.68% |
3 Months |
|
|
-43.59% |
YTD |
|
|
-46.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.550 |
2.190 |
1M High / 1M Low: |
4.070 |
2.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-12 |
5.080 |
Low (YTD): |
2024-04-18 |
2.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.366 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.873 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |