BVT Call 80 MS 21.06.2024
/ DE000VM58EG3
BVT Call 80 MS 21.06.2024/ DE000VM58EG3 /
| 2024-05-21 1:42:43 PM |
Chg.-0.040 |
Bid3:02:34 PM |
Ask3:02:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
-2.04% |
1.930
Bid Size: 18,000 |
1.970
Ask Size: 18,000 |
Morgan Stanley |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58EG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.22 |
| Parity: |
1.87 |
| Time value: |
0.08 |
| Break-even: |
93.16 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
4.39 |
| Rho: |
0.06 |
Quote data
| Open: |
1.940 |
| High: |
1.940 |
| Low: |
1.920 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
+69.91% |
| 3 Months |
|
|
+143.04% |
| YTD |
|
|
+30.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.890 |
| 1M High / 1M Low: |
1.960 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
1.960 |
| Low (YTD): |
2024-01-18 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
