BVT Put 620 MSCI 20.06.2025
/ DE000VG07RE9
BVT Put 620 MSCI 20.06.2025/ DE000VG07RE9 /
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: |
|
- |