BVT Call 600 MSCI 17.01.2025
/ DE000VG1WAQ4
BVT Call 600 MSCI 17.01.2025/ DE000VG1WAQ4 /
| 1/10/2025 8:32:05 AM |
Chg.-0.003 |
Bid8:48:23 AM |
Ask8:48:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
-2.97% |
0.099
Bid Size: 15,000 |
0.137
Ask Size: 15,000 |
MSCI Inc |
600.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG1WAQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.02 |
| Time value: |
0.10 |
| Break-even: |
593.57 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
9.26% |
| Delta: |
0.55 |
| Theta: |
-0.68 |
| Omega: |
27.08 |
| Rho: |
0.07 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.101 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.60% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-52.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.133 |
0.070 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.152 |
| Low (YTD): |
1/8/2025 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| 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: |
|
- |