BVT Call 400 MCO 20.12.2024
/ DE000VD3SDU7
BVT Call 400 MCO 20.12.2024/ DE000VD3SDU7 /
| 09/10/2024 09:47:47 |
Chg.- |
Bid11:27:51 |
Ask11:27:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.52EUR |
- |
7.80
Bid Size: 2,000 |
8.05
Ask Size: 2,000 |
Moodys Corp |
400.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SDU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.18 |
| Parity: |
3.23 |
| Time value: |
4.57 |
| Break-even: |
478.00 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.05 |
| Spread %: |
0.65% |
| Delta: |
0.66 |
| Theta: |
-0.42 |
| Omega: |
3.66 |
| Rho: |
0.40 |
Quote data
| Open: |
7.52 |
| High: |
7.52 |
| Low: |
7.52 |
| Previous Close: |
6.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.53% |
| 1 Month |
|
|
-13.46% |
| 3 Months |
|
|
+29.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.52 |
6.39 |
| 1M High / 1M Low: |
9.62 |
6.39 |
| 6M High / 6M Low: |
9.62 |
2.54 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.04% |
| Volatility 6M: |
|
103.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
