BVT Call 39500 Nikkei 225 Stock Average Index 13.12.2024
/ DE000VM84002
BVT Call 39500 Nikkei 225 Stock A.../ DE000VM84002 /
| 02/08/2024 19:52:04 |
Chg.-0.150 |
Bid21:56:19 |
Ask21:56:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-22.73% |
-
Bid Size: - |
-
Ask Size: - |
- |
39,500.00 JPY |
13/12/2024 |
Call |
Master data
| WKN: |
VM8400 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39,500.00 JPY |
| Maturity: |
13/12/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
13/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
955,496.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
563,743.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
28.34 |
| Parity: |
-73,668.18 |
| Time value: |
0.59 |
| Break-even: |
6,374,119.58 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
0.00 |
| Theta: |
-0.43 |
| Omega: |
137.18 |
| Rho: |
2.87 |
Quote data
| Open: |
0.510 |
| High: |
0.630 |
| Low: |
0.460 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.16% |
| 1 Month |
|
|
-70.52% |
| 3 Months |
|
|
-60.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.510 |
| 1M High / 1M Low: |
2.360 |
0.510 |
| 6M High / 6M Low: |
2.360 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.40% |
| Volatility 6M: |
|
208.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
