BVT Call 540 MSCI 21.03.2025
/ DE000VD9J4D2
BVT Call 540 MSCI 21.03.2025/ DE000VD9J4D2 /
| 1/24/2025 7:44:12 PM |
Chg.+0.060 |
Bid9:57:32 PM |
Ask9:57:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
540.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9J4D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
0.73 |
| Time value: |
0.12 |
| Break-even: |
603.44 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.82 |
| Theta: |
-0.25 |
| Omega: |
5.72 |
| Rho: |
0.62 |
Quote data
| Open: |
0.830 |
| High: |
0.880 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.02% |
| 1 Month |
|
|
+8.64% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+8.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.820 |
| 1M High / 1M Low: |
0.860 |
0.580 |
| 6M High / 6M Low: |
1.080 |
0.520 |
| High (YTD): |
1/21/2025 |
0.860 |
| Low (YTD): |
1/10/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.95% |
| Volatility 6M: |
|
109.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |