BVT Call 187 EUR/JPY 20.12.2024
/ DE000VD45G19
BVT Call 187 EUR/JPY 20.12.2024/ DE000VD45G19 /
2024-06-14 7:53:30 PM |
Chg.+0.032 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.165EUR |
+24.06% |
- Bid Size: - |
- Ask Size: - |
- |
187.00 JPY |
2024-12-20 |
Call |
Master data
WKN: |
VD45G1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
187.00 JPY |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16,340,750.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,826,944.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.03 |
Historic volatility: |
13.37 |
Parity: |
-310,908.00 |
Time value: |
0.17 |
Break-even: |
31,378.58 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
6.14% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
226.99 |
Rho: |
0.00 |
Quote data
Open: |
0.147 |
High: |
0.168 |
Low: |
0.147 |
Previous Close: |
0.133 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.27% |
1 Month |
|
|
-7.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.165 |
0.133 |
1M High / 1M Low: |
0.217 |
0.133 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.147 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.172 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |