BVT Call 35500 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPW9
BVT Call 35500 Nikkei 225 Stock A.../ DE000VD4VPW9 /
| 2024-08-02 7:52:14 PM |
Chg.-0.460 |
Bid9:58:13 PM |
Ask9:58:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-51.69% |
-
Bid Size: - |
-
Ask Size: - |
- |
35,500.00 JPY |
2024-08-09 |
Call |
Master data
| WKN: |
VD4VPW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35,500.00 JPY |
| Maturity: |
2024-08-09 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-08-09 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,105,378.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
524,375.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
28.34 |
| Parity: |
-9,120.19 |
| Time value: |
0.51 |
| Break-even: |
5,728,638.91 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.00 |
| Theta: |
-5.92 |
| Omega: |
767.51 |
| Rho: |
0.65 |
Quote data
| Open: |
0.580 |
| High: |
0.670 |
| Low: |
0.430 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-73.13% |
| 1 Month |
|
|
-85.67% |
| 3 Months |
|
|
-81.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
0.430 |
| 1M High / 1M Low: |
3.940 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
