BVT Call 40500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM84507
BVT Call 40500 Nikkei 225 Stock A.../ DE000VM84507 /
| 1/23/2025 8:04:44 PM |
Chg.-0.020 |
Bid9:38:52 AM |
Ask9:38:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.650
Bid Size: 30,000 |
0.680
Ask Size: 30,000 |
- |
40,500.00 JPY |
3/14/2025 |
Call |
Master data
| WKN: |
VM8450 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,500.00 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: |
921,604.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
645,123.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
41.09 |
| Parity: |
-13,892.21 |
| Time value: |
0.70 |
| Break-even: |
6,590,162.77 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.00 |
| Theta: |
-1.25 |
| Omega: |
673.54 |
| Rho: |
6.45 |
Quote data
| Open: |
0.660 |
| High: |
0.670 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.73% |
| 1 Month |
|
|
-15.19% |
| 3 Months |
|
|
-36.19% |
| YTD |
|
|
-27.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.490 |
| 1M High / 1M Low: |
0.990 |
0.390 |
| 6M High / 6M Low: |
1.620 |
0.390 |
| High (YTD): |
1/7/2025 |
0.870 |
| Low (YTD): |
1/16/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.15% |
| Volatility 6M: |
|
218.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |