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BVT Call 42000 Nikkei 225 Stock A.../  DE000VM84549  /

Frankfurt Zert./VONT
1/23/2025  8:07:00 PM Chg.-0.020 Bid9:47:35 AM Ask9:47:35 AM Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.350
Bid Size: 30,000		 0.380
Ask Size: 30,000		 - 42,000.00 JPY 3/14/2025 Call
 

Master data

WKN: VM8454
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 42,000.00 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: 1,654,162.48
Leverage: Yes

Calculated values

Fair value: 645,123.37
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 41.09
Parity: -38,300.20
Time value: 0.39
Break-even: 6,834,239.52
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.00
Theta: -0.69
Omega: 272.45
Rho: 1.46
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -25.00%
3 Months
  -53.25%
YTD
  -37.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.240
1M High / 1M Low: 0.620 0.168
6M High / 6M Low: 1.240 0.168
High (YTD): 1/7/2025 0.530
Low (YTD): 1/16/2025 0.168
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.16%
Volatility 6M:   256.93%
Volatility 1Y:   -
Volatility 3Y:   -