BVT Call 640 MSCI 21.02.2025
/ DE000VG1WAM3
BVT Call 640 MSCI 21.02.2025/ DE000VG1WAM3 /
| 2025-01-08 1:54:00 PM |
Chg.-0.009 |
Bid3:34:30 PM |
Ask3:34:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-7.03% |
0.112
Bid Size: 112,000 |
0.122
Ask Size: 112,000 |
MSCI Inc |
640.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
VG1WAM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-12-27 |
| Last trading day: |
2025-02-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.47 |
| Time value: |
0.13 |
| Break-even: |
631.75 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.01 |
| Spread %: |
8.40% |
| Delta: |
0.30 |
| Theta: |
-0.30 |
| Omega: |
13.22 |
| Rho: |
0.19 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.119 |
| Previous Close: |
0.128 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-33.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.168 |
0.128 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-06 |
0.168 |
| Low (YTD): |
2025-01-07 |
0.128 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
