BVT Put 600 MSCI 20.09.2024
/ DE000VM9HJC1
BVT Put 600 MSCI 20.09.2024/ DE000VM9HJC1 /
| 9/13/2024 8:36:54 AM |
Chg.+0.030 |
Bid9:13:14 PM |
Ask9:13:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+8.57% |
0.370
Bid Size: 66,000 |
0.380
Ask Size: 66,000 |
MSCI Inc |
600.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM9HJC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
0.36 |
| Time value: |
0.03 |
| Break-even: |
502.57 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.83 |
| Theta: |
-0.58 |
| Omega: |
-10.78 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.58% |
| 1 Month |
|
|
-40.63% |
| 3 Months |
|
|
-64.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.640 |
0.186 |
| 6M High / 6M Low: |
1.350 |
0.186 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.33% |
| Volatility 6M: |
|
160.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
