BVT Call 620 MSCI 20.12.2024
/ DE000VD3SEU5
BVT Call 620 MSCI 20.12.2024/ DE000VD3SEU5 /
| 2024-11-19 8:05:52 PM |
Chg.+0.017 |
Bid9:51:18 PM |
Ask9:51:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.113EUR |
+17.71% |
0.108
Bid Size: 114,000 |
0.118
Ask Size: 114,000 |
MSCI Inc |
620.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SEU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 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: |
50.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.25 |
| Time value: |
0.11 |
| Break-even: |
596.20 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.34 |
| Theta: |
-0.32 |
| Omega: |
17.31 |
| Rho: |
0.15 |
Quote data
| Open: |
0.095 |
| High: |
0.114 |
| Low: |
0.095 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.07% |
| 1 Month |
|
|
-56.54% |
| 3 Months |
|
|
-25.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.096 |
| 1M High / 1M Low: |
0.250 |
0.071 |
| 6M High / 6M Low: |
0.300 |
0.062 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
404.49% |
| Volatility 6M: |
|
288.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
