BVT Put 31000 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM841B5
BVT Put 31000 Nikkei 225 Stock Av.../ DE000VM841B5 /
2024-07-31 8:56:39 AM |
Chg.-0.140 |
Bid9:40:04 PM |
Ask9:40:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-17.28% |
0.780 Bid Size: 60,000 |
- Ask Size: - |
- |
31,000.00 JPY |
2025-06-13 |
Put |
Master data
WKN: |
VM841B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
31,000.00 JPY |
Maturity: |
2025-06-13 |
Issue date: |
2024-01-26 |
Last trading day: |
2025-06-13 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-742,386.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
503,614.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
27.51 |
Parity: |
-118,861.49 |
Time value: |
0.86 |
Break-even: |
5,195,902.39 |
Moneyness: |
0.81 |
Premium: |
0.19 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
3.61% |
Delta: |
0.00 |
Theta: |
-0.17 |
Omega: |
-65.13 |
Rho: |
-4.95 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.94% |
1 Month |
|
|
-1.47% |
3 Months |
|
|
-40.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.720 |
1M High / 1M Low: |
0.900 |
0.530 |
6M High / 6M Low: |
1.800 |
0.530 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.651 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.056 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.31% |
Volatility 6M: |
|
118.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |