BVT Put 600 MSCI 21.06.2024
/ DE000VM9HKC9
BVT Put 600 MSCI 21.06.2024/ DE000VM9HKC9 /
| 2024-06-20 10:34:36 AM |
Chg.+0.010 |
Bid11:35:08 AM |
Ask11:35:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+0.86% |
1.160
Bid Size: 18,000 |
1.220
Ask Size: 18,000 |
MSCI Inc |
600.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM9HKC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
600.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
3.63 |
| Historic volatility: |
0.26 |
| Parity: |
1.15 |
| Time value: |
0.05 |
| Break-even: |
438.29 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
64.17 |
| Spread abs.: |
0.04 |
| Spread %: |
3.45% |
| Delta: |
-0.87 |
| Theta: |
-8.96 |
| Omega: |
-3.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.170 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+37.65% |
| 3 Months |
|
|
+134.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.080 |
| 1M High / 1M Low: |
1.160 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
