BVT Call 170 USD/JPY 20.09.2024
/ DE000VM244A4
BVT Call 170 USD/JPY 20.09.2024/ DE000VM244A4 /
| 16/05/2024 16:03:07 |
Chg.-0.012 |
Bid16:03:22 |
Ask16:03:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-10.81% |
0.098
Bid Size: 60,000 |
0.108
Ask Size: 60,000 |
- |
170.00 JPY |
20/09/2024 |
Call |
Master data
| WKN: |
VM244A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 JPY |
| Maturity: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21,210,043.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,608,780.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
14.46 |
| Parity: |
-254,476.87 |
| Time value: |
0.12 |
| Break-even: |
28,633.12 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
8.85% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
248.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.082 |
| High: |
0.099 |
| Low: |
0.082 |
| Previous Close: |
0.111 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.74% |
| 1 Month |
|
|
-41.42% |
| 3 Months |
|
|
+2.06% |
| YTD |
|
|
+110.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.111 |
| 1M High / 1M Low: |
0.300 |
0.107 |
| 6M High / 6M Low: |
0.300 |
0.013 |
| High (YTD): |
30/04/2024 |
0.300 |
| Low (YTD): |
18/03/2024 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.07% |
| Volatility 6M: |
|
348.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
