BVT Call 460 MSCI 21.06.2024
/ DE000VD4YFL7
BVT Call 460 MSCI 21.06.2024/ DE000VD4YFL7 /
| 6/19/2024 7:44:58 PM |
Chg.-0.035 |
Bid9:21:26 AM |
Ask9:21:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
-16.75% |
0.173
Bid Size: 19,000 |
0.225
Ask Size: 19,000 |
MSCI Inc |
460.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VD4YFL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.26 |
| Parity: |
0.15 |
| Time value: |
0.05 |
| Break-even: |
448.82 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
83.90 |
| Spread abs.: |
0.03 |
| Spread %: |
19.54% |
| Delta: |
0.72 |
| Theta: |
-5.00 |
| Omega: |
15.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.177 |
| High: |
0.177 |
| Low: |
0.169 |
| Previous Close: |
0.209 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.08% |
| 1 Month |
|
|
-65.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.174 |
| 1M High / 1M Low: |
0.510 |
0.174 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
