BVT Call 600 MSCI 21.03.2025
/ DE000VD9J417
BVT Call 600 MSCI 21.03.2025/ DE000VD9J417 /
2024-10-15 8:01:36 PM |
Chg.+0.030 |
Bid8:16:02 PM |
Ask8:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.570 Bid Size: 87,000 |
0.580 Ask Size: 87,000 |
MSCI Inc |
600.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD9J41 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MSCI Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-09 |
Last trading day: |
2025-03-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
0.07 |
Time value: |
0.48 |
Break-even: |
605.00 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.59 |
Theta: |
-0.17 |
Omega: |
5.98 |
Rho: |
1.18 |
Quote data
Open: |
0.550 |
High: |
0.580 |
Low: |
0.540 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.40% |
1 Month |
|
|
+81.25% |
3 Months |
|
|
+220.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.470 |
1M High / 1M Low: |
0.550 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |