BVT Call 35000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPV1
BVT Call 35000 Nikkei 225 Stock A.../ DE000VD4VPV1 /
| 8/1/2024 4:56:35 PM |
Chg.-0.830 |
Bid6:28:36 PM |
Ask6:28:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-36.40% |
1.310
Bid Size: 31,000 |
1.340
Ask Size: 31,000 |
- |
35,000.00 JPY |
8/9/2024 |
Call |
Master data
| WKN: |
VD4VPV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35,000.00 JPY |
| Maturity: |
8/9/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
8/9/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
276,568.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
599,448.12 |
| Intrinsic value: |
58,150.86 |
| Implied volatility: |
- |
| Historic volatility: |
26.78 |
| Parity: |
58,150.86 |
| Time value: |
-58,148.59 |
| Break-even: |
5,696,618.74 |
| Moneyness: |
1.10 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.99 |
| Spread abs.: |
0.03 |
| Spread %: |
1.34% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.540 |
| High: |
1.730 |
| Low: |
1.450 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.26% |
| 1 Month |
|
|
-45.28% |
| 3 Months |
|
|
-42.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.860 |
| 1M High / 1M Low: |
4.220 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
