BVT Call 600 MSCI 20.12.2024
/ DE000VD3SFA4
BVT Call 600 MSCI 20.12.2024/ DE000VD3SFA4 /
15/10/2024 20:02:10 |
Chg.+0.030 |
Bid21:52:43 |
Ask21:52:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+8.11% |
- Bid Size: - |
- Ask Size: - |
MSCI Inc |
600.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3SFA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MSCI Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.07 |
Time value: |
0.31 |
Break-even: |
588.00 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.58 |
Theta: |
-0.27 |
Omega: |
8.46 |
Rho: |
0.51 |
Quote data
Open: |
0.370 |
High: |
0.400 |
Low: |
0.370 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+99.01% |
3 Months |
|
|
+308.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.300 |
1M High / 1M Low: |
0.370 |
0.160 |
6M High / 6M Low: |
0.370 |
0.089 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.249 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.178 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.04% |
Volatility 6M: |
|
217.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |