BVT Put 28500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM843L0
BVT Put 28500 Nikkei 225 Stock Av.../ DE000VM843L0 /
10/10/2024 19:40:22 |
Chg.+0.030 |
Bid21:15:32 |
Ask21:15:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+8.57% |
- 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: |
-1,600,281.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
458,055.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
41.53 |
Parity: |
-175,648.38 |
Time value: |
0.40 |
Break-even: |
4,644,639.99 |
Moneyness: |
0.73 |
Premium: |
0.27 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.05 |
Spread %: |
14.29% |
Delta: |
0.00 |
Theta: |
-0.22 |
Omega: |
-51.53 |
Rho: |
-0.89 |
Quote data
Open: |
0.360 |
High: |
0.390 |
Low: |
0.360 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.52% |
1 Month |
|
|
-47.22% |
3 Months |
|
|
+58.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.350 |
1M High / 1M Low: |
0.720 |
0.340 |
6M High / 6M Low: |
1.940 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.474 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.533 |
Avg. volume 6M: |
|
.769 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.86% |
Volatility 6M: |
|
333.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |