BVT Call 40000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPA5
BVT Call 40000 Nikkei 225 Stock A.../ DE000VD4VPA5 /
| 2024-08-01 8:49:07 AM |
Chg.-0.155 |
Bid3:33:18 PM |
Ask3:33:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-62.00% |
0.056
Bid Size: 60,000 |
0.084
Ask Size: 60,000 |
- |
40,000.00 JPY |
2024-08-09 |
Call |
Master data
| WKN: |
VD4VPA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 JPY |
| Maturity: |
2024-08-09 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-08-09 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3,170,759.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
597,483.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
26.78 |
| Parity: |
-23,229.09 |
| Time value: |
0.20 |
| Break-even: |
6,510,397.45 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
4.25 |
| Spread abs.: |
0.03 |
| Spread %: |
16.47% |
| Delta: |
0.00 |
| Theta: |
-2.08 |
| Omega: |
423.60 |
| Rho: |
0.18 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.00% |
| 1 Month |
|
|
-82.08% |
| 3 Months |
|
|
-88.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.050 |
| 1M High / 1M Low: |
1.490 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
607.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
