BVT Call 440 MCO 20.09.2024
/ DE000VM7NW89
BVT Call 440 MCO 20.09.2024/ DE000VM7NW89 /
| 2024-05-02 8:44:04 AM |
Chg.-0.080 |
Bid1:30:40 PM |
Ask1:30:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-8.33% |
0.820
Bid Size: 8,000 |
0.860
Ask Size: 8,000 |
Moodys Corp |
440.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NW8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-9.21 |
| Time value: |
0.91 |
| Break-even: |
449.10 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
0.21 |
| Theta: |
-0.09 |
| Omega: |
8.17 |
| Rho: |
0.25 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
-52.43% |
| 3 Months |
|
|
-55.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.960 |
| 1M High / 1M Low: |
1.850 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
