BVT Put 28500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM843L0
BVT Put 28500 Nikkei 225 Stock Av.../ DE000VM843L0 /
| 06/09/2024 08:59:50 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
0.00% |
-
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: |
-626,415.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
444,761.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
32.30 |
| Parity: |
-104,559.43 |
| Time value: |
0.89 |
| Break-even: |
4,529,494.86 |
| Moneyness: |
0.81 |
| Premium: |
0.19 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.08 |
| Spread %: |
9.88% |
| Delta: |
0.00 |
| Theta: |
-0.32 |
| Omega: |
-66.85 |
| Rho: |
-3.10 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.05% |
| 1 Month |
|
|
-33.64% |
| 3 Months |
|
|
+46.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.400 |
| 1M High / 1M Low: |
1.130 |
0.400 |
| 6M High / 6M Low: |
1.960 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.87% |
| Volatility 6M: |
|
336.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
