BVT Put 30000 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM841C3
BVT Put 30000 Nikkei 225 Stock Av.../ DE000VM841C3 /
| 31/07/2024 08:56:39 |
Chg.-0.120 |
Bid21:24:44 |
Ask21:24:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-16.22% |
0.700
Bid Size: 60,000 |
-
Ask Size: - |
- |
30,000.00 JPY |
13/06/2025 |
Put |
Master data
| WKN: |
VM841C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30,000.00 JPY |
| Maturity: |
13/06/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
13/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-840,069.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
487,368.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
27.51 |
| Parity: |
-135,622.50 |
| Time value: |
0.76 |
| Break-even: |
5,028,293.35 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
0.00 |
| Theta: |
-0.16 |
| Omega: |
-58.70 |
| Rho: |
-3.93 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-39.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.660 |
| 1M High / 1M Low: |
0.810 |
0.490 |
| 6M High / 6M Low: |
1.820 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.979 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.79% |
| Volatility 6M: |
|
140.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
