BVT Put 28000 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM84093
BVT Put 28000 Nikkei 225 Stock Av.../ DE000VM84093 /
| 31/07/2024 08:56:39 |
Chg.-0.080 |
Bid21:24:44 |
Ask21:24:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-12.70% |
0.570
Bid Size: 60,000 |
-
Ask Size: - |
- |
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: |
-982,234.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
454,877.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
27.51 |
| Parity: |
-169,144.50 |
| Time value: |
0.65 |
| Break-even: |
4,693,074.39 |
| Moneyness: |
0.74 |
| Premium: |
0.26 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
4.84% |
| Delta: |
0.00 |
| Theta: |
-0.15 |
| Omega: |
-48.45 |
| Rho: |
-2.77 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.79% |
| 1 Month |
|
|
+7.84% |
| 3 Months |
|
|
-36.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.560 |
| 1M High / 1M Low: |
0.660 |
0.420 |
| 6M High / 6M Low: |
1.810 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.18% |
| Volatility 6M: |
|
200.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
