BVT Call 40000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000VM84ZC3
BVT Call 40000 Nikkei 225 Stock A.../ DE000VM84ZC3 /
| 15/08/2024 19:50:23 |
Chg.+0.100 |
Bid09:51:13 |
Ask09:51:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+166.67% |
0.230
Bid Size: 60,000 |
0.260
Ask Size: 60,000 |
- |
40,000.00 JPY |
13/09/2024 |
Call |
Master data
| WKN: |
VM84ZC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 JPY |
| Maturity: |
13/09/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
13/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3,369,968.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
609,955.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
31.42 |
| Parity: |
-38,595.72 |
| Time value: |
0.18 |
| Break-even: |
6,485,601.35 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.03 |
| Spread %: |
18.30% |
| Delta: |
0.00 |
| Theta: |
-0.60 |
| Omega: |
274.06 |
| Rho: |
0.38 |
Quote data
| Open: |
0.064 |
| High: |
0.160 |
| Low: |
0.064 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.42% |
| 1 Month |
|
|
-87.79% |
| 3 Months |
|
|
-81.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.060 |
| 1M High / 1M Low: |
1.310 |
0.060 |
| 6M High / 6M Low: |
1.800 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
728.58% |
| Volatility 6M: |
|
326.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
