BVT Call 170 USD/JPY 20.09.2024
/ DE000VM244A4
BVT Call 170 USD/JPY 20.09.2024/ DE000VM244A4 /
| 2024-04-29 8:03:45 PM |
Chg.+0.009 |
Bid8:44:08 PM |
Ask8:44:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
+4.39% |
0.217
Bid Size: 60,000 |
0.227
Ask Size: 60,000 |
- |
170.00 JPY |
2024-09-20 |
Call |
Master data
| WKN: |
VM244A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 JPY |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12,084,074.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,658,464.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
13.96 |
| Parity: |
-198,012.79 |
| Time value: |
0.22 |
| Break-even: |
28,565.09 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
320.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.202 |
| Previous Close: |
0.205 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.55% |
| 1 Month |
|
|
+181.58% |
| 3 Months |
|
|
+145.98% |
| YTD |
|
|
+355.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.205 |
0.107 |
| 1M High / 1M Low: |
0.205 |
0.055 |
| 6M High / 6M Low: |
0.360 |
0.013 |
| High (YTD): |
2024-04-26 |
0.205 |
| Low (YTD): |
2024-03-18 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.141 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.45% |
| Volatility 6M: |
|
342.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
