BVT Call 640 MSCI 20.12.2024
/ DE000VD3SE97
BVT Call 640 MSCI 20.12.2024/ DE000VD3SE97 /
| 15/10/2024 08:44:00 |
Chg.+0.016 |
Bid19:08:00 |
Ask19:08:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.208EUR |
+8.33% |
0.227
Bid Size: 112,000 |
0.237
Ask Size: 112,000 |
MSCI Inc |
640.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.30 |
| Time value: |
0.22 |
| Break-even: |
608.37 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
4.83% |
| Delta: |
0.40 |
| Theta: |
-0.26 |
| Omega: |
10.36 |
| Rho: |
0.37 |
Quote data
| Open: |
0.208 |
| High: |
0.208 |
| Low: |
0.208 |
| Previous Close: |
0.192 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.67% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+395.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.192 |
0.150 |
| 1M High / 1M Low: |
0.192 |
0.081 |
| 6M High / 6M Low: |
0.240 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.14% |
| Volatility 6M: |
|
281.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
