BVT Call 500 MSCI 20.12.2024
/ DE000VD4LKG4
BVT Call 500 MSCI 20.12.2024/ DE000VD4LKG4 /
09/08/2024 14:06:38 |
Chg.-0.020 |
Bid15:41:49 |
Ask15:41:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-3.17% |
0.620 Bid Size: 87,000 |
0.630 Ask Size: 87,000 |
MSCI Inc |
500.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
22/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
0.28 |
Time value: |
0.35 |
Break-even: |
521.09 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.67 |
Theta: |
-0.18 |
Omega: |
5.14 |
Rho: |
0.95 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.610 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.15% |
1 Month |
|
|
+60.53% |
3 Months |
|
|
+52.50% |
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: |
|
- |