BVT Call 440 MCO 20.12.2024
/ DE000VD3SDR3
BVT Call 440 MCO 20.12.2024/ DE000VD3SDR3 /
| 07/06/2024 08:48:24 |
Chg.-0.13 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
440.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SDR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-6.65 |
| Time value: |
2.24 |
| Break-even: |
462.40 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.04 |
| Spread %: |
1.82% |
| Delta: |
0.36 |
| Theta: |
-0.11 |
| Omega: |
5.98 |
| Rho: |
0.60 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.77% |
| 1 Month |
|
|
+33.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.83 |
| 1M High / 1M Low: |
2.53 |
1.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
