BVT Put 85 MS 21.06.2024/ DE000VD0DDB5 /
2024-05-17 7:42:30 PM | Chg.-0.001 | Bid7:42:30 PM | Ask7:42:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.007EUR | -12.50% | - Bid Size: - |
- Ask Size: - |
Morgan Stanley | 85.00 USD | 2024-06-21 | Put |
Master data
WKN: | VD0DDB |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Morgan Stanley |
Type: | Warrant |
Option type: | Put |
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: | -329.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.22 |
Parity: | -1.40 |
Time value: | 0.03 |
Break-even: | 77.93 |
Moneyness: | 0.85 |
Premium: | 0.15 |
Premium p.a.: | 3.69 |
Spread abs.: | 0.02 |
Spread %: | 300.00% |
Delta: | -0.06 |
Theta: | -0.02 |
Omega: | -19.78 |
Rho: | -0.01 |
Quote data
Open: | 0.009 |
---|---|
High: | 0.009 |
Low: | 0.007 |
Previous Close: | 0.008 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -46.15% | ||
---|---|---|---|
1 Month | -95.78% | ||
3 Months | -98.11% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.012 | 0.007 |
---|---|---|
1M High / 1M Low: | 0.166 | 0.007 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.009 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.054 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 303.25% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |