BVT Call 168 USD/JPY 21.03.2025
/ DE000VM244E6
BVT Call 168 USD/JPY 21.03.2025/ DE000VM244E6 /
2024-05-21 12:03:08 PM |
Chg.0.000 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
0.00% |
0.450 Bid Size: 60,000 |
0.460 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: |
5,749,725.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,644,873.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
14.40 |
Parity: |
-198,526.00 |
Time value: |
0.46 |
Break-even: |
28,434.00 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
400.19 |
Rho: |
0.02 |
Quote data
Open: |
0.450 |
High: |
0.460 |
Low: |
0.450 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.64% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
+36.36% |
YTD |
|
|
+133.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.440 |
1M High / 1M Low: |
0.750 |
0.440 |
6M High / 6M Low: |
0.750 |
0.192 |
High (YTD): |
2024-04-30 |
0.750 |
Low (YTD): |
2024-03-13 |
0.192 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.530 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.349 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.50% |
Volatility 6M: |
|
143.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |