BVT Call 450 MSFT 20.12.2024
/ DE000VM5M335
BVT Call 450 MSFT 20.12.2024/ DE000VM5M335 /
| 2024-07-26 8:43:30 AM |
Chg.-0.100 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-11.90% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
450.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM5M33 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
53.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-2.91 |
| Time value: |
0.72 |
| Break-even: |
421.89 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.30 |
| Theta: |
-0.06 |
| Omega: |
16.18 |
| Rho: |
0.44 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.11% |
| 1 Month |
|
|
-35.09% |
| 3 Months |
|
|
-7.50% |
| YTD |
|
|
+32.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.840 |
| 1M High / 1M Low: |
1.350 |
0.840 |
| 6M High / 6M Low: |
1.350 |
0.590 |
| High (YTD): |
2024-07-09 |
1.350 |
| Low (YTD): |
2024-01-05 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.30% |
| Volatility 6M: |
|
106.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
