BVT Call 620 MSCI 21.02.2025
/ DE000VG1WAR2
BVT Call 620 MSCI 21.02.2025/ DE000VG1WAR2 /
| 24/01/2025 08:33:01 |
Chg.+0.020 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
620.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG1WAR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
0.01 |
| Time value: |
0.28 |
| Break-even: |
619.77 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.53 |
| Theta: |
-0.54 |
| Omega: |
10.90 |
| Rho: |
0.21 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.38% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+8.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
0.270 |
| Low (YTD): |
13/01/2025 |
0.122 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| 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: |
|
- |