BVT Call 168 USD/JPY 21.03.2025
/ DE000VM244E6
BVT Call 168 USD/JPY 21.03.2025/ DE000VM244E6 /
| 2024-06-14 10:31:28 AM |
Chg.+0.070 |
Bid1:44:31 PM |
Ask1:44:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+14.89% |
0.530
Bid Size: 60,000 |
0.540
Ask Size: 60,000 |
- |
168.00 JPY |
2025-03-21 |
Call |
Master data
| WKN: |
VM244E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 JPY |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5,434,452.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,662,881.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
14.41 |
| Parity: |
-186,063.23 |
| Time value: |
0.49 |
| Break-even: |
28,489.45 |
| Moneyness: |
0.93 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
409.61 |
| Rho: |
0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+164.71% |
| YTD |
|
|
+168.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.440 |
| 1M High / 1M Low: |
0.560 |
0.390 |
| 6M High / 6M Low: |
0.740 |
0.190 |
| High (YTD): |
2024-04-30 |
0.740 |
| Low (YTD): |
2024-03-13 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.89% |
| Volatility 6M: |
|
141.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
