BVT Call 158 USD/JPY 19.12.2025
/ DE000VD920J1
BVT Call 158 USD/JPY 19.12.2025/ DE000VD920J1 /
11/10/2024 21:02:53 |
Chg.+0.04 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
- |
158.00 JPY |
19/12/2025 |
Call |
Master data
WKN: |
VD920J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
158.00 JPY |
Maturity: |
19/12/2025 |
Issue date: |
16/07/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
2,229,364.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,430,007.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
16.20 |
Parity: |
-144,443.56 |
Time value: |
1.09 |
Break-even: |
25,744.52 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
700.08 |
Rho: |
0.09 |
Quote data
Open: |
1.05 |
High: |
1.09 |
Low: |
1.04 |
Previous Close: |
1.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.00% |
1 Month |
|
|
+107.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
1.00 |
1M High / 1M Low: |
1.08 |
0.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |