BVT Put 28500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM843L0
BVT Put 28500 Nikkei 225 Stock Av.../ DE000VM843L0 /
01/08/2024 19:44:11 |
Chg.-0.010 |
Bid21:56:08 |
Ask21:56:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-2.86% |
- Bid Size: - |
- Ask Size: - |
- |
28,500.00 JPY |
14/03/2025 |
Put |
Master data
WKN: |
VM843L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28,500.00 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: |
-1,652,132.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
453,654.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
26.78 |
Parity: |
-163,944.78 |
Time value: |
0.38 |
Break-even: |
4,638,652.98 |
Moneyness: |
0.74 |
Premium: |
0.26 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
0.00 |
Theta: |
-0.14 |
Omega: |
-53.10 |
Rho: |
-1.27 |
Quote data
Open: |
0.360 |
High: |
0.370 |
Low: |
0.340 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.07% |
1 Month |
|
|
+6.25% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.350 |
1M High / 1M Low: |
0.440 |
0.240 |
6M High / 6M Low: |
1.400 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.622 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.25% |
Volatility 6M: |
|
232.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |