BVT Put 560 MSCI 21.06.2024
/ DE000VM7AV93
BVT Put 560 MSCI 21.06.2024/ DE000VM7AV93 /
| 2024-06-19 8:05:43 PM |
Chg.+0.030 |
Bid8:05:43 PM |
Ask8:05:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
560.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM7AV9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.26 |
| Parity: |
0.78 |
| Time value: |
0.02 |
| Break-even: |
441.48 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
-0.90 |
| Theta: |
-2.27 |
| Omega: |
-5.00 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.780 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
+168.97% |
| YTD |
|
|
+122.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.700 |
| 1M High / 1M Low: |
0.780 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-23 |
1.110 |
| Low (YTD): |
2024-01-31 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
