BVT Call 80 MS 21.06.2024
/ DE000VM58EG3
BVT Call 80 MS 21.06.2024/ DE000VM58EG3 /
| 2024-05-21 8:38:24 AM |
Chg.-0.05 |
Bid7:16:03 PM |
Ask7:16:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-2.53% |
2.06
Bid Size: 44,000 |
2.07
Ask Size: 44,000 |
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: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.63% |
| 1 Month |
|
|
+89.22% |
| 3 Months |
|
|
+150.65% |
| YTD |
|
|
+30.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.81 |
| 1M High / 1M Low: |
1.98 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
1.98 |
| Low (YTD): |
2024-01-18 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
