BVT Call 40500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM84507
BVT Call 40500 Nikkei 225 Stock A.../ DE000VM84507 /
| 9/11/2024 2:05:05 PM |
Chg.0.000 |
Bid2:05:05 PM |
Ask2:05:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
0.00% |
0.670
Bid Size: 30,000 |
0.720
Ask Size: 30,000 |
- |
40,500.00 JPY |
3/14/2025 |
Call |
Master data
| WKN: |
VM8450 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,500.00 JPY |
| Maturity: |
3/14/2025 |
| Issue date: |
1/26/2024 |
| Last trading day: |
3/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
777,412.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
567,510.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
32.32 |
| Parity: |
-71,619.98 |
| Time value: |
0.73 |
| Break-even: |
6,391,316.38 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
0.00 |
| Theta: |
-0.41 |
| Omega: |
143.57 |
| Rho: |
5.30 |
Quote data
| Open: |
0.650 |
| High: |
0.670 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.29% |
| 1 Month |
|
|
-8.22% |
| 3 Months |
|
|
-41.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.570 |
| 1M High / 1M Low: |
1.220 |
0.570 |
| 6M High / 6M Low: |
2.280 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.45% |
| Volatility 6M: |
|
242.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
