BVT Call 440 MCO 21.03.2025
/ DE000VD9KAM4
BVT Call 440 MCO 21.03.2025/ DE000VD9KAM4 /
| 2024-11-13 2:04:51 PM |
Chg.-0.210 |
Bid2:53:51 PM |
Ask2:53:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.530EUR |
-3.66% |
5.620
Bid Size: 4,000 |
5.770
Ask Size: 4,000 |
Moodys Corp |
440.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9KAM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
3.34 |
| Time value: |
2.31 |
| Break-even: |
470.94 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
0.89% |
| Delta: |
0.71 |
| Theta: |
-0.14 |
| Omega: |
5.59 |
| Rho: |
0.91 |
Quote data
| Open: |
5.510 |
| High: |
5.530 |
| Low: |
5.510 |
| Previous Close: |
5.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.89% |
| 1 Month |
|
|
-4.16% |
| 3 Months |
|
|
-7.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.740 |
4.500 |
| 1M High / 1M Low: |
6.990 |
4.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
