BVT Call 580 MSCI 21.03.2025
/ DE000VD9J425
BVT Call 580 MSCI 21.03.2025/ DE000VD9J425 /
| 1/24/2025 7:54:31 PM |
Chg.+0.040 |
Bid9:57:30 PM |
Ask9:57:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
580.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9J42 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 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: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
0.39 |
| Time value: |
0.19 |
| Break-even: |
610.66 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.71 |
| Theta: |
-0.30 |
| Omega: |
7.27 |
| Rho: |
0.55 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+9.62% |
| 3 Months |
|
|
+9.62% |
| YTD |
|
|
+7.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.520 |
| 1M High / 1M Low: |
0.570 |
0.350 |
| 6M High / 6M Low: |
0.770 |
0.350 |
| High (YTD): |
1/24/2025 |
0.570 |
| Low (YTD): |
1/13/2025 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.58% |
| Volatility 6M: |
|
131.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |