BVT Put 640 MSCI 17.01.2025
/ DE000VG07RB5
BVT Put 640 MSCI 17.01.2025/ DE000VG07RB5 /
| 2025-01-09 10:11:59 AM |
Chg.-0.040 |
Bid12:00:05 PM |
Ask12:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-9.30% |
0.390
Bid Size: 15,000 |
0.430
Ask Size: 15,000 |
MSCI Inc |
640.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VG07RB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
640.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-17 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
0.37 |
| Time value: |
0.02 |
| Break-even: |
581.55 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.84 |
| Theta: |
-0.47 |
| Omega: |
-12.60 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+11.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-07 |
0.460 |
| Low (YTD): |
2025-01-03 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| 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: |
|
- |
