BVT Call 500 MSCI 20.12.2024
/ DE000VD4LKG4
BVT Call 500 MSCI 20.12.2024/ DE000VD4LKG4 /
| 2024-11-19 8:04:10 PM |
Chg.+0.070 |
Bid9:52:00 PM |
Ask9:52:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+7.53% |
0.970
Bid Size: 59,000 |
0.980
Ask Size: 59,000 |
MSCI Inc |
500.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4LKG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.25 |
| Parity: |
0.88 |
| Time value: |
0.07 |
| Break-even: |
566.94 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.88 |
| Theta: |
-0.33 |
| Omega: |
5.17 |
| Rho: |
0.34 |
Quote data
| Open: |
0.920 |
| High: |
1.000 |
| Low: |
0.920 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-7.41% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.930 |
| 1M High / 1M Low: |
1.140 |
0.710 |
| 6M High / 6M Low: |
1.140 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.73% |
| Volatility 6M: |
|
129.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
