BVT Call 640 MSCI 17.01.2025
/ DE000VG1F0Y1
BVT Call 640 MSCI 17.01.2025/ DE000VG1F0Y1 /
| 1/10/2025 8:47:53 AM |
Chg.-0.001 |
Bid9:17:45 AM |
Ask9:17:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-8.33% |
0.010
Bid Size: 28,000 |
0.020
Ask Size: 28,000 |
MSCI Inc |
640.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG1F0Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
243.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.37 |
| Time value: |
0.02 |
| Break-even: |
622.95 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
18.13 |
| Spread abs.: |
0.01 |
| Spread %: |
71.43% |
| Delta: |
0.15 |
| Theta: |
-0.47 |
| Omega: |
35.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.012 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.009 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.029 |
| Low (YTD): |
1/8/2025 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| 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: |
|
- |