BVT Call 640 MSCI 20.12.2024
/ DE000VD3SE97
BVT Call 640 MSCI 20.12.2024/ DE000VD3SE97 /
| 2024-07-12 1:43:18 PM |
Chg.-0.003 |
Bid2:06:22 PM |
Ask2:06:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-6.38% |
0.045
Bid Size: 55,000 |
0.055
Ask Size: 55,000 |
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: |
84.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.35 |
| Time value: |
0.05 |
| Break-even: |
593.96 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.13 |
| Theta: |
-0.06 |
| Omega: |
10.92 |
| Rho: |
0.24 |
Quote data
| Open: |
0.043 |
| High: |
0.044 |
| Low: |
0.043 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-41.33% |
| 3 Months |
|
|
-80.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.041 |
| 1M High / 1M Low: |
0.075 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
