BVT Call 480 MSCI 21.03.2025
/ DE000VD9RWW2
BVT Call 480 MSCI 21.03.2025/ DE000VD9RWW2 /
| 1/24/2025 7:44:12 PM |
Chg.+0.070 |
Bid9:57:53 PM |
Ask9:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+5.22% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
480.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9RWW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/11/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
1.34 |
| Time value: |
0.06 |
| Break-even: |
597.37 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.93 |
| Theta: |
-0.17 |
| Omega: |
3.92 |
| Rho: |
0.62 |
Quote data
| Open: |
1.350 |
| High: |
1.410 |
| Low: |
1.340 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.68% |
| 1 Month |
|
|
+8.46% |
| 3 Months |
|
|
+21.55% |
| YTD |
|
|
+8.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.330 |
| 1M High / 1M Low: |
1.410 |
1.070 |
| 6M High / 6M Low: |
1.600 |
0.880 |
| High (YTD): |
1/24/2025 |
1.410 |
| Low (YTD): |
1/10/2025 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.64% |
| Volatility 6M: |
|
79.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |