BVT Call 168 USD/JPY 20.12.2024
/ DE000VM15F98
BVT Call 168 USD/JPY 20.12.2024/ DE000VM15F98 /
| 03/06/2024 17:02:21 |
Chg.-0.060 |
Bid17:03:53 |
Ask17:03:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-17.14% |
0.280
Bid Size: 60,000 |
0.290
Ask Size: 60,000 |
- |
168.00 JPY |
20/12/2024 |
Call |
Master data
| WKN: |
VM15F9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 JPY |
| Maturity: |
20/12/2024 |
| Issue date: |
08/09/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7,449,669.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,681,880.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
14.41 |
| Parity: |
-182,857.27 |
| Time value: |
0.36 |
| Break-even: |
28,647.39 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
374.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.290 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
+49.48% |
| YTD |
|
|
+130.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
0.420 |
0.290 |
| 6M High / 6M Low: |
0.580 |
0.094 |
| High (YTD): |
30/04/2024 |
0.580 |
| Low (YTD): |
13/03/2024 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.14% |
| Volatility 6M: |
|
182.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
