BVT Call 500 MSCI 20.06.2025
/ DE000VD9J4L5
BVT Call 500 MSCI 20.06.2025/ DE000VD9J4L5 /
| 2024-10-15 7:53:00 PM |
Chg.+0.020 |
Bid9:07:24 PM |
Ask9:07:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+1.41% |
1.430
Bid Size: 62,000 |
1.440
Ask Size: 62,000 |
MSCI Inc |
500.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9J4L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.98 |
| Time value: |
0.44 |
| Break-even: |
600.34 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.78 |
| Theta: |
-0.15 |
| Omega: |
3.04 |
| Rho: |
1.97 |
Quote data
| Open: |
1.420 |
| High: |
1.440 |
| Low: |
1.410 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+37.14% |
| 3 Months |
|
|
+111.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.260 |
| 1M High / 1M Low: |
1.420 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
