BVT Put 154 USD/JPY 19.09.2025
/ DE000VD3YWV3
BVT Put 154 USD/JPY 19.09.2025/ DE000VD3YWV3 /
11/10/2024 20:04:22 |
Chg.-0.170 |
Bid10:18:10 |
Ask10:18:10 |
Underlying |
Strike price |
Expiration date |
Option type |
7.910EUR |
-2.10% |
7.730 Bid Size: 42,000 |
7.740 Ask Size: 42,000 |
- |
154.00 JPY |
19/09/2025 |
Put |
Master data
WKN: |
VD3YWV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
154.00 JPY |
Maturity: |
19/09/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
19/09/2025 |
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: |
|
- |