BVT Call 520 MSCI 20.09.2024
/ DE000VD36F03
BVT Call 520 MSCI 20.09.2024/ DE000VD36F03 /
| 8/9/2024 8:26:37 AM |
Chg.+0.030 |
Bid4:58:00 PM |
Ask4:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.290
Bid Size: 94,000 |
0.300
Ask Size: 94,000 |
MSCI Inc |
520.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD36F0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.10 |
| Time value: |
0.19 |
| Break-even: |
505.41 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.61 |
| Theta: |
-0.29 |
| Omega: |
10.15 |
| Rho: |
0.31 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+71.78% |
| 3 Months |
|
|
+60.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
0.400 |
0.144 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
