BVT Call 96 MS 21.06.2024
/ DE000VM674T2
BVT Call 96 MS 21.06.2024/ DE000VM674T2 /
| 2024-06-03 8:13:34 AM |
Chg.+0.050 |
Bid6:54:08 PM |
Ask6:54:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+18.52% |
0.234
Bid Size: 64,000 |
0.244
Ask Size: 64,000 |
Morgan Stanley |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM674T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 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: |
28.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.17 |
| Time value: |
0.15 |
| Break-even: |
91.66 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
18.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
+76.80% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
-34.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.240 |
| 1M High / 1M Low: |
0.590 |
0.181 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-22 |
0.590 |
| Low (YTD): |
2024-04-15 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
