BVT Put 28000 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM84093
BVT Put 28000 Nikkei 225 Stock Av.../ DE000VM84093 /
| 09/10/2024 20:01:22 |
Chg.0.000 |
Bid08:18:48 |
Ask08:18:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
0.750
Bid Size: 30,000 |
0.800
Ask Size: 30,000 |
- |
28,000.00 JPY |
13/06/2025 |
Put |
Master data
| WKN: |
VM8409 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28,000.00 JPY |
| Maturity: |
13/06/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
13/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-810,269.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
446,363.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
41.53 |
| Parity: |
-183,796.87 |
| Time value: |
0.79 |
| Break-even: |
4,563,151.11 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
6.76% |
| Delta: |
0.00 |
| Theta: |
-0.24 |
| Omega: |
-44.84 |
| Rho: |
-2.43 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.54% |
| 1 Month |
|
|
-34.21% |
| 3 Months |
|
|
+78.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
1.150 |
0.710 |
| 6M High / 6M Low: |
2.400 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.805 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.00% |
| Volatility 6M: |
|
268.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
