BVT Call 600 MSCI 20.06.2025
/ DE000VD9J4F7
BVT Call 600 MSCI 20.06.2025/ DE000VD9J4F7 /
| 2024-10-15 7:52:59 PM |
Chg.+0.030 |
Bid9:12:21 PM |
Ask9:12:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+4.11% |
0.750
Bid Size: 82,000 |
0.760
Ask Size: 82,000 |
MSCI Inc |
600.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9J4F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 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: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.07 |
| Time value: |
0.66 |
| Break-even: |
623.00 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.60 |
| Theta: |
-0.15 |
| Omega: |
4.60 |
| Rho: |
1.79 |
Quote data
| Open: |
0.730 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.63% |
| 1 Month |
|
|
+68.89% |
| 3 Months |
|
|
+192.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
0.730 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
