BVT Call 39000 Nikkei 225 Stock A.../  DE000VD4VPZ2  /

Frankfurt Zert./VONT
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:   -