BVT Put 28000 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM843J4
BVT Put 28000 Nikkei 225 Stock Av.../ DE000VM843J4 /
| 06/09/2024 08:59:50 |
Chg.0.000 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
28,000.00 JPY |
14/03/2025 |
Put |
Master data
| WKN: |
VM843J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28,000.00 JPY |
| Maturity: |
14/03/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
14/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-663,702.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
436,958.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
32.30 |
| Parity: |
-112,505.92 |
| Time value: |
0.84 |
| Break-even: |
4,450,030.38 |
| Moneyness: |
0.80 |
| Premium: |
0.20 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.08 |
| Spread %: |
10.53% |
| Delta: |
0.00 |
| Theta: |
-0.32 |
| Omega: |
-62.74 |
| Rho: |
-2.78 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.58% |
| 1 Month |
|
|
-33.65% |
| 3 Months |
|
|
+43.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.370 |
| 1M High / 1M Low: |
1.070 |
0.370 |
| 6M High / 6M Low: |
1.890 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
86.957 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
15.504 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.05% |
| Volatility 6M: |
|
349.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
