BVT Call 400 MCO 20.09.2024
/ DE000VM7NW63
BVT Call 400 MCO 20.09.2024/ DE000VM7NW63 /
| 2024-04-29 5:07:49 PM |
Chg.-0.150 |
Bid6:28:06 PM |
Ask6:28:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
-6.91% |
2.000
Bid Size: 18,000 |
2.040
Ask Size: 18,000 |
Moodys Corp |
400.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NW6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
-4.87 |
| Time value: |
2.12 |
| Break-even: |
421.20 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.04 |
| Spread %: |
1.92% |
| Delta: |
0.38 |
| Theta: |
-0.13 |
| Omega: |
6.30 |
| Rho: |
0.44 |
Quote data
| Open: |
2.110 |
| High: |
2.110 |
| Low: |
2.020 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.62% |
| 1 Month |
|
|
-37.46% |
| 3 Months |
|
|
-30.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.110 |
| 1M High / 1M Low: |
3.330 |
2.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
