BVT Call 480 MSCI 21.03.2025/  DE000VD9RWW2  /

EUWAX
1/24/2025  8:58:31 AM Chg.+0.03 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
1.36EUR +2.26% -
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: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.74%
1 Month  
+3.03%
3 Months  
+12.40%
YTD  
+3.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.39 1.33
1M High / 1M Low: 1.39 1.02
6M High / 6M Low: 1.58 0.85
High (YTD): 1/22/2025 1.39
Low (YTD): 1/13/2025 1.02
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.76%
Volatility 6M:   84.23%
Volatility 1Y:   -
Volatility 3Y:   -