BVT Call 78 MS 21.06.2024
/ DE000VM58DK7
BVT Call 78 MS 21.06.2024/ DE000VM58DK7 /
2024-05-21 8:38:25 AM |
Chg.-0.05 |
Bid7:19:23 PM |
Ask7:19:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.11EUR |
-2.31% |
2.25 Bid Size: 44,000 |
2.26 Ask Size: 44,000 |
Morgan Stanley |
78.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM58DK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Morgan Stanley |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
78.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.62 |
Historic volatility: |
0.22 |
Parity: |
2.06 |
Time value: |
0.07 |
Break-even: |
93.12 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.93 |
Theta: |
-0.04 |
Omega: |
4.05 |
Rho: |
0.06 |
Quote data
Open: |
2.11 |
High: |
2.11 |
Low: |
2.11 |
Previous Close: |
2.16 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.03% |
1 Month |
|
|
+77.31% |
3 Months |
|
|
+131.87% |
YTD |
|
|
+29.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.16 |
1.99 |
1M High / 1M Low: |
2.16 |
1.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
2.16 |
Low (YTD): |
2024-01-18 |
0.82 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |