BVT Call 390 MCO 20.09.2024
/ DE000VM7NWQ6
BVT Call 390 MCO 20.09.2024/ DE000VM7NWQ6 /
2024-09-06 8:49:15 AM |
Chg.-0.09 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.69EUR |
-1.03% |
- Bid Size: - |
- Ask Size: - |
Moodys Corp |
390.00 - |
2024-09-20 |
Call |
Master data
WKN: |
VM7NWQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.60 |
Intrinsic value: |
4.55 |
Implied volatility: |
1.93 |
Historic volatility: |
0.18 |
Parity: |
4.55 |
Time value: |
4.19 |
Break-even: |
477.40 |
Moneyness: |
1.12 |
Premium: |
0.10 |
Premium p.a.: |
9.99 |
Spread abs.: |
0.05 |
Spread %: |
0.58% |
Delta: |
0.69 |
Theta: |
-2.10 |
Omega: |
3.42 |
Rho: |
0.08 |
Quote data
Open: |
8.69 |
High: |
8.69 |
Low: |
8.69 |
Previous Close: |
8.78 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.46% |
1 Month |
|
|
+37.94% |
3 Months |
|
|
+138.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.18 |
8.44 |
1M High / 1M Low: |
9.18 |
6.25 |
6M High / 6M Low: |
9.18 |
2.15 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.94% |
Volatility 6M: |
|
116.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |