BVT Call 540 MSI 20.06.2025
/ DE000VC8SAP3
BVT Call 540 MSI 20.06.2025/ DE000VC8SAP3 /
| 2024-12-23 7:43:05 PM |
Chg.-0.004 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-4.65% |
-
Bid Size: - |
-
Ask Size: - |
Motorola Solutions I... |
540.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VC8SAP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-11-19 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.65 |
| Time value: |
0.10 |
| Break-even: |
528.78 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
0.24 |
| Theta: |
-0.07 |
| Omega: |
11.69 |
| Rho: |
0.49 |
Quote data
| Open: |
0.091 |
| High: |
0.091 |
| Low: |
0.080 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-55.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.082 |
| 1M High / 1M Low: |
0.196 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
