BVT Call 34000 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM845B6
BVT Call 34000 Nikkei 225 Stock A.../ DE000VM845B6 /
| 24/01/2025 13:51:51 |
Chg.+0.250 |
Bid15:30:49 |
Ask15:30:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
+6.79% |
3.970
Bid Size: 15,500 |
4.000
Ask Size: 15,500 |
- |
34,000.00 JPY |
14/03/2025 |
Call |
Master data
| WKN: |
VM845B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34,000.00 JPY |
| Maturity: |
14/03/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
14/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
172,321.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
649,651.10 |
| Intrinsic value: |
96,879.28 |
| Implied volatility: |
- |
| Historic volatility: |
41.05 |
| Parity: |
96,879.28 |
| Time value: |
-96,875.51 |
| Break-even: |
5,527,755.96 |
| Moneyness: |
1.18 |
| Premium: |
-0.15 |
| Premium p.a.: |
-0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.770 |
| High: |
3.930 |
| Low: |
3.770 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.97% |
| 1 Month |
|
|
+12.61% |
| 3 Months |
|
|
+18.37% |
| YTD |
|
|
+5.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.710 |
3.170 |
| 1M High / 1M Low: |
3.950 |
2.980 |
| 6M High / 6M Low: |
4.350 |
2.130 |
| High (YTD): |
08/01/2025 |
3.810 |
| Low (YTD): |
16/01/2025 |
2.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.14% |
| Volatility 6M: |
|
127.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |