BVT Call 95 MS 21.06.2024
/ DE000VD0DC32
BVT Call 95 MS 21.06.2024/ DE000VD0DC32 /
| 2024-05-21 4:51:32 PM |
Chg.+0.040 |
Bid7:08:48 PM |
Ask7:08:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+6.45% |
0.700
Bid Size: 49,000 |
0.710
Ask Size: 49,000 |
Morgan Stanley |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0DC3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
15.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.12 |
| Break-even: |
93.57 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
11.88 |
| Rho: |
0.06 |
Quote data
| Open: |
0.600 |
| High: |
0.660 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+252.94% |
| 3 Months |
|
|
+368.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.570 |
| 1M High / 1M Low: |
0.630 |
0.152 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
