BVT Put 154 USD/JPY 19.09.2025
/ DE000VD3YWV3
BVT Put 154 USD/JPY 19.09.2025/ DE000VD3YWV3 /
| 2024-10-11 8:04:22 PM |
Chg.-0.170 |
Bid10:17:18 AM |
Ask10:17:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.910EUR |
-2.10% |
7.720
Bid Size: 42,000 |
7.730
Ask Size: 42,000 |
- |
154.00 JPY |
2025-09-19 |
Put |
Master data
| WKN: |
VD3YWV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
154.00 JPY |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-308,376.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,434,334.62 |
| Intrinsic value: |
79,267.57 |
| Implied volatility: |
- |
| Historic volatility: |
16.26 |
| Parity: |
79,267.57 |
| Time value: |
-79,259.69 |
| Break-even: |
25,092.67 |
| Moneyness: |
1.03 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.090 |
| High: |
8.090 |
| Low: |
7.830 |
| Previous Close: |
8.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
-36.67% |
| 3 Months |
|
|
+54.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.500 |
7.910 |
| 1M High / 1M Low: |
12.600 |
7.910 |
| 6M High / 6M Low: |
12.600 |
4.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.881 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.93% |
| Volatility 6M: |
|
98.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
