BVT Put 620 MSCI 20.06.2025
/ DE000VG07RE9
BVT Put 620 MSCI 20.06.2025/ DE000VG07RE9 /
| 03/01/2025 08:23:26 |
Chg.+0.030 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
620.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
17/12/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.35 |
| Break-even: |
548.60 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.49 |
| Theta: |
-0.12 |
| Omega: |
-5.44 |
| Rho: |
-1.56 |
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: |
0.540 |
0.490 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
0.540 |
| Low (YTD): |
02/01/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.513 |
| 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: |
|
- |
