BVT Call 400 MCO 21.06.2024
/ DE000VM57776
BVT Call 400 MCO 21.06.2024/ DE000VM57776 /
| 2024-04-26 8:34:35 AM |
Chg.-0.110 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-11.11% |
-
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: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.37% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-60.36% |
| YTD |
|
|
-63.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.880 |
| 1M High / 1M Low: |
1.930 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-12 |
3.190 |
| Low (YTD): |
2024-04-26 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
