BVT Call 36000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPY5
BVT Call 36000 Nikkei 225 Stock A.../ DE000VD4VPY5 /
| 16/07/2024 19:55:09 |
Chg.+0.130 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.120EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
- |
36,000.00 JPY |
09/08/2024 |
Call |
Master data
| WKN: |
VD4VPY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36,000.00 JPY |
| Maturity: |
09/08/2024 |
| Issue date: |
25/04/2024 |
| Last trading day: |
09/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
236,742.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
707,542.03 |
| Intrinsic value: |
87,435.89 |
| Implied volatility: |
- |
| Historic volatility: |
27.23 |
| Parity: |
87,435.89 |
| Time value: |
-87,432.90 |
| Break-even: |
6,204,273.60 |
| Moneyness: |
1.14 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.87 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.990 |
| High: |
3.120 |
| Low: |
2.990 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
+80.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
2.990 |
| 1M High / 1M Low: |
3.650 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
