BVT Call 400 MCO 21.06.2024
/ DE000VM57776
BVT Call 400 MCO 21.06.2024/ DE000VM57776 /
2024-04-26 7:42:32 PM |
Chg.+0.020 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+2.22% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
400.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VM5777 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.18 |
Parity: |
-4.91 |
Time value: |
0.89 |
Break-even: |
408.90 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
1.76 |
Spread abs.: |
0.04 |
Spread %: |
4.71% |
Delta: |
0.26 |
Theta: |
-0.19 |
Omega: |
10.35 |
Rho: |
0.13 |
Quote data
Open: |
0.830 |
High: |
0.920 |
Low: |
0.830 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.13% |
1 Month |
|
|
-44.91% |
3 Months |
|
|
-57.60% |
YTD |
|
|
-61.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.900 |
1M High / 1M Low: |
2.170 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-12 |
3.220 |
Low (YTD): |
2024-04-18 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.373 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |