BVT Call 500 MSCI 21.03.2025
/ DE000VD9J391
BVT Call 500 MSCI 21.03.2025/ DE000VD9J391 /
| 2025-01-15 5:02:45 PM |
Chg.+0.100 |
Bid7:44:13 PM |
Ask7:44:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+10.42% |
1.070
Bid Size: 59,000 |
1.080
Ask Size: 59,000 |
MSCI Inc |
500.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9J39 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
0.83 |
| Time value: |
0.14 |
| Break-even: |
582.14 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.83 |
| Theta: |
-0.25 |
| Omega: |
4.84 |
| Rho: |
0.66 |
Quote data
| Open: |
0.960 |
| High: |
1.060 |
| Low: |
0.960 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.95% |
| 1 Month |
|
|
-18.46% |
| 3 Months |
|
|
-16.54% |
| YTD |
|
|
-7.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.900 |
| 1M High / 1M Low: |
1.270 |
0.900 |
| 6M High / 6M Low: |
1.420 |
0.530 |
| High (YTD): |
2025-01-03 |
1.120 |
| Low (YTD): |
2025-01-10 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.69% |
| Volatility 6M: |
|
106.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
