BVT Call 40000 Nikkei 225 Stock Average Index 13.12.2024
/ DE000VM84010
BVT Call 40000 Nikkei 225 Stock A.../ DE000VM84010 /
| 2024-08-05 8:57:33 AM |
Chg.-0.250 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-53.19% |
-
Bid Size: - |
-
Ask Size: - |
- |
40,000.00 JPY |
2024-12-13 |
Call |
Master data
| WKN: |
VM8401 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 JPY |
| Maturity: |
2024-12-13 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-13 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,084,121.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
563,743.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
28.37 |
| Parity: |
-81,736.68 |
| Time value: |
0.52 |
| Break-even: |
6,454,803.86 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.00 |
| Theta: |
-0.40 |
| Omega: |
126.00 |
| Rho: |
2.34 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.09% |
| 1 Month |
|
|
-85.71% |
| 3 Months |
|
|
-80.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.470 |
| 1M High / 1M Low: |
2.140 |
0.470 |
| 6M High / 6M Low: |
2.140 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.97% |
| Volatility 6M: |
|
151.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
