BVT Call 450 MSFT 21.03.2025
/ DE000VD3Y3S9
BVT Call 450 MSFT 21.03.2025/ DE000VD3Y3S9 /
2024-08-30 8:56:12 AM |
Chg.+0.060 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+9.68% |
- Bid Size: - |
- Ask Size: - |
Microsoft Corporatio... |
450.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD3Y3S |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Microsoft Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
55.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.17 |
Parity: |
-3.33 |
Time value: |
0.67 |
Break-even: |
412.83 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.29 |
Theta: |
-0.04 |
Omega: |
15.93 |
Rho: |
0.56 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.33% |
1 Month |
|
|
-13.92% |
3 Months |
|
|
-20.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.620 |
1M High / 1M Low: |
0.830 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.724 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |