BVT Call 500 MSCI 20.12.2024
/ DE000VD4LKG4
BVT Call 500 MSCI 20.12.2024/ DE000VD4LKG4 /
| 8/8/2024 8:06:56 PM |
Chg.+0.020 |
Bid8:36:18 AM |
Ask8:36:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.620
Bid Size: 13,000 |
0.650
Ask Size: 13,000 |
MSCI Inc |
500.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
0.36 |
| Break-even: |
515.56 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.65 |
| Theta: |
-0.18 |
| Omega: |
5.36 |
| Rho: |
0.93 |
Quote data
| Open: |
0.560 |
| High: |
0.630 |
| Low: |
0.560 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
+65.79% |
| 3 Months |
|
|
+57.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.590 |
| 1M High / 1M Low: |
0.700 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
