BVT Call 560 MSCI 20.09.2024
/ DE000VM7N3X9
BVT Call 560 MSCI 20.09.2024/ DE000VM7N3X9 /
08/08/2024 19:54:05 |
Chg.-0.004 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-3.23% |
- Bid Size: - |
- Ask Size: - |
MSCI Inc |
560.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7N3X |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MSCI Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
560.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
-0.33 |
Time value: |
0.12 |
Break-even: |
524.47 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.33 |
Theta: |
-0.26 |
Omega: |
13.21 |
Rho: |
0.17 |
Quote data
Open: |
0.106 |
High: |
0.124 |
Low: |
0.106 |
Previous Close: |
0.124 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.37% |
1 Month |
|
|
+62.16% |
3 Months |
|
|
+18.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.147 |
0.124 |
1M High / 1M Low: |
0.162 |
0.059 |
6M High / 6M Low: |
0.780 |
0.059 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.133 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.260 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
468.91% |
Volatility 6M: |
|
255.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |