BVT Call 82 MS 21.06.2024
/ DE000VM58EE8
BVT Call 82 MS 21.06.2024/ DE000VM58EE8 /
2024-05-21 8:04:43 PM |
Chg.+0.120 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.890EUR |
+6.78% |
- Bid Size: - |
- Ask Size: - |
Morgan Stanley |
82.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM58EE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Morgan Stanley |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 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: |
5.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
1.69 |
Implied volatility: |
0.51 |
Historic volatility: |
0.22 |
Parity: |
1.69 |
Time value: |
0.07 |
Break-even: |
93.10 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.57% |
Delta: |
0.93 |
Theta: |
-0.04 |
Omega: |
4.86 |
Rho: |
0.06 |
Quote data
Open: |
1.750 |
High: |
1.890 |
Low: |
1.740 |
Previous Close: |
1.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.18% |
1 Month |
|
|
+98.95% |
3 Months |
|
|
+182.09% |
YTD |
|
|
+43.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.770 |
1.700 |
1M High / 1M Low: |
1.770 |
0.980 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
1.770 |
Low (YTD): |
2024-01-18 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.359 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |