BVT Call 170 USD/JPY 20.09.2024
/ DE000VM244A4
BVT Call 170 USD/JPY 20.09.2024/ DE000VM244A4 /
| 05/06/2024 14:03:45 |
Chg.+0.012 |
Bid14:47:18 |
Ask14:47:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
+25.00% |
0.059
Bid Size: 60,000 |
0.069
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: |
44,182,249.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,606,456.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
14.29 |
| Parity: |
-254,179.06 |
| Time value: |
0.06 |
| Break-even: |
28,609.32 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
257.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.057 |
| High: |
0.064 |
| Low: |
0.057 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.93% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+27.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.107 |
0.048 |
| 1M High / 1M Low: |
0.171 |
0.048 |
| 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: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.92% |
| Volatility 6M: |
|
355.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
