BVT Call 460 MSCI 20.12.2024
/ DE000VD4YFM5
BVT Call 460 MSCI 20.12.2024/ DE000VD4YFM5 /
| 8/9/2024 10:34:46 AM |
Chg.0.000 |
Bid10:34:46 AM |
Ask10:34:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
0.00% |
0.890
Bid Size: 19,000 |
0.920
Ask Size: 19,000 |
MSCI Inc |
460.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD4YFM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
0.65 |
| Time value: |
0.25 |
| Break-even: |
511.44 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.77 |
| Theta: |
-0.17 |
| Omega: |
4.14 |
| Rho: |
1.03 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.26% |
| 1 Month |
|
|
+48.33% |
| 3 Months |
|
|
+43.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.840 |
| 1M High / 1M Low: |
0.990 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
