BVT Put 29500 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM84077
BVT Put 29500 Nikkei 225 Stock Av.../ DE000VM84077 /
| 11/13/2024 10:43:05 AM |
Chg.-0.050 |
Bid11/13/2024 |
Ask11/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-8.20% |
0.560
Bid Size: 30,000 |
0.610
Ask Size: 30,000 |
- |
29,500.00 JPY |
6/13/2025 |
Put |
Master data
| WKN: |
VM8407 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29,500.00 JPY |
| Maturity: |
6/13/2025 |
| Issue date: |
1/26/2024 |
| Last trading day: |
6/13/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,151,118.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
474,381.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
41.41 |
| Parity: |
-161,681.53 |
| Time value: |
0.56 |
| Break-even: |
4,829,441.26 |
| Moneyness: |
0.75 |
| Premium: |
0.25 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
0.00 |
| Theta: |
-0.21 |
| Omega: |
-54.00 |
| Rho: |
-1.79 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-62.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.590 |
| 1M High / 1M Low: |
1.010 |
0.590 |
| 6M High / 6M Low: |
2.600 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.865 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.90% |
| Volatility 6M: |
|
240.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
