BVT Put 68 DWD/D 21.06.2024/  DE000VM58EA6  /

EUWAX
4/24/2024  8:36:41 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.006EUR - -
Bid Size: -
-
Ask Size: -
MORGAN STANLEY D... 68.00 - 6/21/2024 Put
 

Master data

WKN: VM58EA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 6/21/2024
Issue date: 12/1/2023
Last trading day: 4/24/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -355.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.22
Parity: -2.44
Time value: 0.03
Break-even: 67.74
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 15.18
Spread abs.: 0.02
Spread %: 271.43%
Delta: -0.04
Theta: -0.02
Omega: -12.92
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.009
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -90.32%
YTD
  -89.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.011 0.006
6M High / 6M Low: - -
High (YTD): 1/18/2024 0.101
Low (YTD): 4/24/2024 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -