BVT Call 36000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPY5
BVT Call 36000 Nikkei 225 Stock A.../ DE000VD4VPY5 /
| 2024-07-09 7:52:09 PM |
Chg.+0.310 |
Bid8:49:03 PM |
Ask8:49:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.160EUR |
+10.88% |
3.150
Bid Size: 31,000 |
3.180
Ask Size: 31,000 |
- |
36,000.00 JPY |
2024-08-09 |
Call |
Master data
| WKN: |
VD4VPY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36,000.00 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: |
249,213.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
712,700.51 |
| Intrinsic value: |
85,017.20 |
| Implied volatility: |
- |
| Historic volatility: |
27.22 |
| Parity: |
85,017.20 |
| Time value: |
-85,014.34 |
| Break-even: |
6,277,350.21 |
| Moneyness: |
1.14 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.78 |
| Spread abs.: |
0.03 |
| Spread %: |
1.06% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.180 |
| High: |
3.180 |
| Low: |
3.160 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.46% |
| 1 Month |
|
|
+66.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.460 |
| 1M High / 1M Low: |
2.890 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
