BVT Call 94 MS 21.06.2024
/ DE000VM674J3
BVT Call 94 MS 21.06.2024/ DE000VM674J3 /
2024-05-21 8:13:57 AM |
Chg.-0.060 |
Bid7:13:44 PM |
Ask7:13:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-8.22% |
0.780 Bid Size: 47,000 |
0.790 Ask Size: 47,000 |
Morgan Stanley |
94.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM674J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Morgan Stanley |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-19 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
0.58 |
Time value: |
0.11 |
Break-even: |
93.45 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.47% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
10.89 |
Rho: |
0.06 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.730 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.56% |
1 Month |
|
|
+291.81% |
3 Months |
|
|
+326.75% |
YTD |
|
|
+13.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.590 |
1M High / 1M Low: |
0.730 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
0.730 |
Low (YTD): |
2024-04-15 |
0.137 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.401 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |