BVT Call 460 MCO 20.09.2024
/ DE000VD0AF16
BVT Call 460 MCO 20.09.2024/ DE000VD0AF16 /
| 2024-09-11 8:29:49 AM |
Chg.+0.06 |
Bid9:05:06 PM |
Ask9:05:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+2.54% |
2.11
Bid Size: 8,000 |
2.16
Ask Size: 8,000 |
Moodys Corp |
460.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VD0AF1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.18 |
| Parity: |
-2.07 |
| Time value: |
2.62 |
| Break-even: |
486.20 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
60.08 |
| Spread abs.: |
0.05 |
| Spread %: |
1.95% |
| Delta: |
0.45 |
| Theta: |
-1.93 |
| Omega: |
7.52 |
| Rho: |
0.04 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.26% |
| 1 Month |
|
|
+32.24% |
| 3 Months |
|
|
+210.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
1.99 |
| 1M High / 1M Low: |
2.96 |
1.73 |
| 6M High / 6M Low: |
2.96 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.72% |
| Volatility 6M: |
|
182.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
