BVT Call 560 MSCI 20.09.2024
/ DE000VM7N3X9
BVT Call 560 MSCI 20.09.2024/ DE000VM7N3X9 /
| 9/13/2024 8:49:20 AM |
Chg.-0.024 |
Bid9:34:32 PM |
Ask9:34:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
-21.24% |
0.084
Bid Size: 103,000 |
0.094
Ask Size: 103,000 |
MSCI Inc |
560.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.00 |
| Time value: |
0.11 |
| Break-even: |
516.06 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
0.51 |
| Theta: |
-0.78 |
| Omega: |
24.41 |
| Rho: |
0.05 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.113 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.28% |
| 1 Month |
|
|
-11.00% |
| 3 Months |
|
|
-1.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.179 |
0.098 |
| 1M High / 1M Low: |
0.310 |
0.098 |
| 6M High / 6M Low: |
0.560 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.68% |
| Volatility 6M: |
|
248.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
