BVT Call 500 MSCI 20.06.2025
/ DE000VD9J4L5
BVT Call 500 MSCI 20.06.2025/ DE000VD9J4L5 /
| 2025-01-03 7:51:04 PM |
Chg.+0.070 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+5.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.98 |
| Time value: |
0.26 |
| Break-even: |
609.16 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.81 |
| Theta: |
-0.16 |
| Omega: |
3.80 |
| Rho: |
1.59 |
Quote data
| Open: |
1.210 |
| High: |
1.240 |
| Low: |
1.200 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.80% |
| 1 Month |
|
|
-7.46% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-2.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.170 |
| 1M High / 1M Low: |
1.530 |
1.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-03 |
1.240 |
| Low (YTD): |
2025-01-02 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
