BVT Call 42500 Nikkei 225 Stock A.../  DE000VM84580  /

EUWAX
1/24/2025  9:09:08 AM Chg.-0.020 Bid3:26:23 PM Ask3:26:23 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.330
Bid Size: 30,000
0.360
Ask Size: 30,000
- 42,500.00 JPY 3/14/2025 Call
 

Master data

WKN: VM8458
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 42,500.00 JPY
Maturity: 3/14/2025
Issue date: 1/26/2024
Last trading day: 3/14/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 1,968,639.71
Leverage: Yes

Calculated values

Fair value: 649,651.10
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 41.05
Parity: -41,313.68
Time value: 0.33
Break-even: 6,909,651.12
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.00
Theta: -0.60
Omega: 261.31
Rho: 1.14
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+117.74%
1 Month
  -40.00%
3 Months
  -57.81%
YTD
  -41.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.124
1M High / 1M Low: 0.550 0.124
6M High / 6M Low: 1.080 0.124
High (YTD): 1/7/2025 0.460
Low (YTD): 1/17/2025 0.124
52W High: - -
52W Low: - -
Avg. price 1W:   0.207
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.599
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.64%
Volatility 6M:   258.04%
Volatility 1Y:   -
Volatility 3Y:   -