BVT Call 640 MSCI 20.12.2024
/ DE000VD3SE97
BVT Call 640 MSCI 20.12.2024/ DE000VD3SE97 /
| 2024-11-19 7:43:44 PM |
Chg.+0.009 |
Bid8:21:15 PM |
Ask8:21:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+15.25% |
0.066
Bid Size: 114,000 |
0.076
Ask Size: 114,000 |
MSCI Inc |
640.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SE9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 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: |
81.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.44 |
| Time value: |
0.07 |
| Break-even: |
610.98 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.23 |
| Theta: |
-0.27 |
| Omega: |
18.93 |
| Rho: |
0.11 |
Quote data
| Open: |
0.059 |
| High: |
0.068 |
| Low: |
0.058 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-65.83% |
| 3 Months |
|
|
-38.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.059 |
| 1M High / 1M Low: |
0.180 |
0.040 |
| 6M High / 6M Low: |
0.224 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
482.71% |
| Volatility 6M: |
|
332.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
