BVT Call 680 MSCI 20.12.2024
/ DE000VD3VZM1
BVT Call 680 MSCI 20.12.2024/ DE000VD3VZM1 /
| 15/10/2024 17:01:22 |
Chg.0.000 |
Bid20:00:17 |
Ask20:00:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
0.00% |
0.119
Bid Size: 114,000 |
0.129
Ask Size: 114,000 |
MSCI Inc |
680.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3VZM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-0.67 |
| Time value: |
0.13 |
| Break-even: |
635.84 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
8.70% |
| Delta: |
0.26 |
| Theta: |
-0.22 |
| Omega: |
11.74 |
| Rho: |
0.24 |
Quote data
| Open: |
0.117 |
| High: |
0.117 |
| Low: |
0.114 |
| Previous Close: |
0.117 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.29% |
| 1 Month |
|
|
+98.31% |
| 3 Months |
|
|
+515.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.084 |
| 1M High / 1M Low: |
0.117 |
0.038 |
| 6M High / 6M Low: |
0.146 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.056 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.25% |
| Volatility 6M: |
|
600.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
