BVT Call 560 MSCI 20.06.2025
/ DE000VD9J4A8
BVT Call 560 MSCI 20.06.2025/ DE000VD9J4A8 /
| 1/6/2025 10:27:33 AM |
Chg.0.000 |
Bid9:31:58 PM |
Ask9:31:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
0.00% |
0.770
Bid Size: 72,000 |
0.780
Ask Size: 72,000 |
MSCI Inc |
560.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD9J4A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.40 |
| Time value: |
0.40 |
| Break-even: |
623.41 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.68 |
| Theta: |
-0.17 |
| Omega: |
4.97 |
| Rho: |
1.44 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.61% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-5.88% |
| YTD |
|
|
-3.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.750 |
| 1M High / 1M Low: |
1.080 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.800 |
| Low (YTD): |
1/2/2025 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.793 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
