BVT Call 580 MSCI 20.12.2024
/ DE000VD3SE71
BVT Call 580 MSCI 20.12.2024/ DE000VD3SE71 /
| 2024-10-15 8:43:59 AM |
Chg.+0.010 |
Bid9:54:28 PM |
Ask9:54:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.520
Bid Size: 76,000 |
0.530
Ask Size: 76,000 |
MSCI Inc |
580.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SE7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
0.25 |
| Break-even: |
581.67 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.66 |
| Theta: |
-0.27 |
| Omega: |
7.33 |
| Rho: |
0.57 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.11% |
| 1 Month |
|
|
+88.46% |
| 3 Months |
|
|
+274.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.360 |
| 1M High / 1M Low: |
0.480 |
0.214 |
| 6M High / 6M Low: |
0.480 |
0.119 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.50% |
| Volatility 6M: |
|
194.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
