BVT Put 88 MS 21.06.2024/ DE000VM674G9 /
2024-05-21 8:13:58 AM | Chg.+0.001 | Bid4:44:58 PM | Ask4:44:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.010EUR | +11.11% | 0.008 Bid Size: 86,000 |
0.028 Ask Size: 86,000 |
Morgan Stanley | 88.00 USD | 2024-06-21 | Put |
Master data
WKN: | VM674G |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Morgan Stanley |
Type: | Warrant |
Option type: | Put |
Strike price: | 88.00 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: | -329.94 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.22 |
Parity: | -1.14 |
Time value: | 0.03 |
Break-even: | 80.75 |
Moneyness: | 0.88 |
Premium: | 0.13 |
Premium p.a.: | 3.04 |
Spread abs.: | 0.02 |
Spread %: | 180.00% |
Delta: | -0.07 |
Theta: | -0.02 |
Omega: | -23.13 |
Rho: | -0.01 |
Quote data
Open: | 0.010 |
---|---|
High: | 0.010 |
Low: | 0.010 |
Previous Close: | 0.009 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -50.00% | ||
---|---|---|---|
1 Month | -96.30% | ||
3 Months | -98.25% | ||
YTD | -97.06% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.020 | 0.009 |
---|---|---|
1M High / 1M Low: | 0.221 | 0.009 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-01-18 | 0.700 |
Low (YTD): | 2024-05-20 | 0.009 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.014 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.079 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 286.66% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |