BVT Put 640 MSCI 17.01.2025
/ DE000VG07RB5
BVT Put 640 MSCI 17.01.2025/ DE000VG07RB5 /
| 2025-01-08 1:44:43 PM |
Chg.+0.020 |
Bid3:35:51 PM |
Ask3:35:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+4.35% |
0.520
Bid Size: 58,000 |
0.530
Ask Size: 58,000 |
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: |
-11.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
0.47 |
| Time value: |
0.02 |
| Break-even: |
569.85 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.87 |
| Theta: |
-0.40 |
| Omega: |
-10.18 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+37.14% |
| 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: |
|
0.425 |
| 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: |
|
- |
