BVT Call 580 MSCI 20.06.2025
/ DE000VD9J4B6
BVT Call 580 MSCI 20.06.2025/ DE000VD9J4B6 /
| 2025-01-03 8:04:03 PM |
Chg.+0.040 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+6.35% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
580.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9J4B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
0.21 |
| Time value: |
0.46 |
| Break-even: |
629.78 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.63 |
| Theta: |
-0.17 |
| Omega: |
5.48 |
| Rho: |
1.37 |
Quote data
| Open: |
0.640 |
| High: |
0.670 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.47% |
| 1 Month |
|
|
-14.10% |
| 3 Months |
|
|
-8.22% |
| YTD |
|
|
-4.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.630 |
| 1M High / 1M Low: |
0.930 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-03 |
0.670 |
| Low (YTD): |
2025-01-02 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.667 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
