BVT Call 39000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPZ2
BVT Call 39000 Nikkei 225 Stock A.../ DE000VD4VPZ2 /
| 01/08/2024 13:55:02 |
Chg.-0.177 |
Bid16:43:25 |
Ask16:43:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.203EUR |
-46.58% |
0.111
Bid Size: 60,000 |
0.139
Ask Size: 60,000 |
- |
39,000.00 JPY |
09/08/2024 |
Call |
Master data
| WKN: |
VD4VPZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39,000.00 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: |
1,652,132.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
597,864.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
26.78 |
| Parity: |
-6,953.10 |
| Time value: |
0.38 |
| Break-even: |
6,347,639.39 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.00 |
| Theta: |
-3.51 |
| Omega: |
1,158.53 |
| Rho: |
0.97 |
Quote data
| Open: |
0.136 |
| High: |
0.203 |
| Low: |
0.136 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.61% |
| 1 Month |
|
|
-74.30% |
| 3 Months |
|
|
-80.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.280 |
| 1M High / 1M Low: |
2.010 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.986 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
