BVT Call 157 USD/JPY 19.07.2024
/ DE000VD3S7S8
BVT Call 157 USD/JPY 19.07.2024/ DE000VD3S7S8 /
| 2024-04-30 7:51:05 PM |
Chg.+0.370 |
Bid9:06:13 AM |
Ask9:06:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+33.64% |
0.960
Bid Size: 60,000 |
0.970
Ask Size: 60,000 |
- |
157.00 JPY |
2024-07-19 |
Call |
Master data
| WKN: |
VD3S7S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
157.00 JPY |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,710,535.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,597,965.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
14.53 |
| Parity: |
-41,825.61 |
| Time value: |
1.52 |
| Break-even: |
26,418.41 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
1,477.36 |
| Rho: |
0.05 |
Quote data
| Open: |
1.290 |
| High: |
1.470 |
| Low: |
1.260 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.38% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
0.940 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
