BVT Call 36000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPY5
BVT Call 36000 Nikkei 225 Stock A.../ DE000VD4VPY5 /
| 8/1/2024 1:54:24 PM |
Chg.-0.480 |
Bid4:44:52 PM |
Ask4:44:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-28.57% |
0.900
Bid Size: 31,000 |
0.930
Ask Size: 31,000 |
- |
36,000.00 JPY |
8/9/2024 |
Call |
Master data
| WKN: |
VD4VPY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36,000.00 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: |
375,934.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
599,042.58 |
| Intrinsic value: |
41,874.87 |
| Implied volatility: |
- |
| Historic volatility: |
26.78 |
| Parity: |
41,874.87 |
| Time value: |
-41,873.20 |
| Break-even: |
5,859,372.63 |
| Moneyness: |
1.07 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.96 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.010 |
| High: |
1.200 |
| Low: |
1.010 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.08% |
| 1 Month |
|
|
-43.13% |
| 3 Months |
|
|
-42.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.330 |
| 1M High / 1M Low: |
3.650 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
