BVT Put 152 USD/JPY 19.12.2025
/ DE000VD9P2N7
BVT Put 152 USD/JPY 19.12.2025/ DE000VD9P2N7 /
10/11/2024 7:46:42 PM |
Chg.-0.220 |
Bid9:57:41 PM |
Ask9:57:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.870EUR |
-2.72% |
- Bid Size: - |
- Ask Size: - |
- |
152.00 JPY |
12/19/2025 |
Put |
Master data
WKN: |
VD9P2N |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
152.00 JPY |
Maturity: |
12/19/2025 |
Issue date: |
7/10/2024 |
Last trading day: |
12/19/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-309,161.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,382,875.18 |
Intrinsic value: |
46,679.58 |
Implied volatility: |
0.01 |
Historic volatility: |
16.20 |
Parity: |
46,679.58 |
Time value: |
-46,671.72 |
Break-even: |
24,766.80 |
Moneyness: |
1.02 |
Premium: |
-0.02 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.13% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-522.25 |
Rho: |
-0.47 |
Quote data
Open: |
8.060 |
High: |
8.060 |
Low: |
7.820 |
Previous Close: |
8.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.36% |
1 Month |
|
|
-30.11% |
3 Months |
|
|
+53.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.470 |
7.870 |
1M High / 1M Low: |
12.150 |
7.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.918 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |