BVT Call 720 MSCI 20.06.2025
/ DE000VC2UGV7
BVT Call 720 MSCI 20.06.2025/ DE000VC2UGV7 /
| 2024-11-19 8:12:50 AM |
Chg.+0.004 |
Bid9:40:00 PM |
Ask9:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
+2.11% |
0.187
Bid Size: 114,000 |
0.197
Ask Size: 114,000 |
MSCI Inc |
720.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VC2UGV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-08-27 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-1.20 |
| Time value: |
0.20 |
| Break-even: |
699.79 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
5.21% |
| Delta: |
0.27 |
| Theta: |
-0.12 |
| Omega: |
7.56 |
| Rho: |
0.77 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.99% |
| 1 Month |
|
|
-19.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.178 |
| 1M High / 1M Low: |
0.231 |
0.129 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
