BVT Call 700 MSCI 21.03.2025
/ DE000VC5PJT8
BVT Call 700 MSCI 21.03.2025/ DE000VC5PJT8 /
| 15/10/2024 08:37:24 |
Chg.-0.005 |
Bid19:55:59 |
Ask19:55:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
-2.58% |
0.199
Bid Size: 114,000 |
0.209
Ask Size: 114,000 |
MSCI Inc |
700.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC5PJT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
10/10/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.85 |
| Time value: |
0.20 |
| Break-even: |
661.57 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
5.29% |
| Delta: |
0.30 |
| Theta: |
-0.14 |
| Omega: |
8.46 |
| Rho: |
0.64 |
Quote data
| Open: |
0.189 |
| High: |
0.189 |
| Low: |
0.189 |
| Previous Close: |
0.194 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
