BVT Put 620 MSCI 20.06.2025/  DE000VG07RE9  /

EUWAX
2025-01-03  8:23:26 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.540EUR +5.88% -
Bid Size: -
-
Ask Size: -
MSCI Inc 620.00 USD 2025-06-20 Put
 

Master data

WKN: VG07RE
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Put
Strike price: 620.00 USD
Maturity: 2025-06-20
Issue date: 2024-12-17
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -10.57
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.22
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 0.22
Time value: 0.33
Break-even: 548.83
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.85%
Delta: -0.51
Theta: -0.11
Omega: -5.37
Rho: -1.61
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month     -
3 Months     -
YTD  
+10.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.480
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 2025-01-02 0.510
Low (YTD): 2025-01-02 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.493
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:   -