BVT Call 85 MS 21.06.2024
/ DE000VD0DDL4
BVT Call 85 MS 21.06.2024/ DE000VD0DDL4 /
| 2024-05-21 8:39:59 AM |
Chg.-0.05 |
Bid3:58:01 PM |
Ask3:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-3.29% |
1.47
Bid Size: 45,000 |
1.48
Ask Size: 45,000 |
Morgan Stanley |
85.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0DDL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
1.41 |
| Time value: |
0.08 |
| Break-even: |
93.17 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
5.65 |
| Rho: |
0.06 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+206.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.35 |
| 1M High / 1M Low: |
1.52 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
