BVT Call 520 MSCI 20.12.2024
/ DE000VD36FN1
BVT Call 520 MSCI 20.12.2024/ DE000VD36FN1 /
| 2024-11-19 8:28:35 AM |
Chg.0.000 |
Bid9:38:40 PM |
Ask9:38:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
0.00% |
0.800
Bid Size: 60,000 |
0.810
Ask Size: 60,000 |
MSCI Inc |
520.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD36FN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
0.69 |
| Time value: |
0.08 |
| Break-even: |
567.82 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.85 |
| Theta: |
-0.33 |
| Omega: |
6.16 |
| Rho: |
0.34 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.28% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
+20.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.770 |
| 1M High / 1M Low: |
0.910 |
0.550 |
| 6M High / 6M Low: |
0.970 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.17% |
| Volatility 6M: |
|
153.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
