BVT Put 28000 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM843J4
BVT Put 28000 Nikkei 225 Stock Av.../ DE000VM843J4 /
| 13/11/2024 10:43:03 |
Chg.-0.017 |
Bid15:13:14 |
Ask15:13:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-8.21% |
0.193
Bid Size: 30,000 |
0.241
Ask Size: 30,000 |
- |
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: |
-2,865,005.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
453,731.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
41.41 |
| Parity: |
-186,238.04 |
| Time value: |
0.23 |
| Break-even: |
4,583,879.51 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.05 |
| Spread %: |
27.12% |
| Delta: |
0.00 |
| Theta: |
-0.17 |
| Omega: |
-52.15 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.185 |
| High: |
0.190 |
| Low: |
0.185 |
| Previous Close: |
0.207 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-45.71% |
| 3 Months |
|
|
-77.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.205 |
| 1M High / 1M Low: |
0.420 |
0.205 |
| 6M High / 6M Low: |
1.890 |
0.205 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
15.267 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.74% |
| Volatility 6M: |
|
328.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
