BVT Call 42000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPC1
BVT Call 42000 Nikkei 225 Stock A.../ DE000VD4VPC1 /
| 2024-07-08 7:57:32 PM |
Chg.-0.030 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
- |
42,000.00 JPY |
2024-08-09 |
Call |
Master data
| WKN: |
VD4VPC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,000.00 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: |
1,660,105.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
713,805.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
27.21 |
| Parity: |
-17,205.89 |
| Time value: |
0.43 |
| Break-even: |
7,310,518.39 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.00 |
| Theta: |
-1.18 |
| Omega: |
634.13 |
| Rho: |
2.31 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+127.85% |
| 1 Month |
|
|
+88.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.158 |
| 1M High / 1M Low: |
0.390 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
