BVT Call 460 MSCI 20.09.2024
/ DE000VD4YFT0
BVT Call 460 MSCI 20.09.2024/ DE000VD4YFT0 /
| 08/08/2024 08:48:59 |
Chg.-0.040 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-5.63% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
460.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD4YFT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
0.59 |
| Time value: |
0.09 |
| Break-even: |
488.96 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.83 |
| Theta: |
-0.25 |
| Omega: |
5.85 |
| Rho: |
0.39 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.24% |
| 1 Month |
|
|
+45.65% |
| 3 Months |
|
|
+63.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.670 |
| 1M High / 1M Low: |
0.870 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
