BVT Put 32500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM84358
BVT Put 32500 Nikkei 225 Stock Av.../ DE000VM84358 /
9/6/2024 8:04:03 PM |
Chg.+0.270 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
+25.00% |
- Bid Size: - |
- Ask Size: - |
- |
32,500.00 JPY |
3/14/2025 |
Put |
Master data
WKN: |
VM8435 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32,500.00 JPY |
Maturity: |
3/14/2025 |
Issue date: |
1/26/2024 |
Last trading day: |
3/14/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-389,866.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
507,184.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.04 |
Historic volatility: |
32.30 |
Parity: |
-40,987.44 |
Time value: |
1.43 |
Break-even: |
5,165,209.28 |
Moneyness: |
0.93 |
Premium: |
0.07 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.08 |
Spread %: |
5.93% |
Delta: |
0.00 |
Theta: |
-0.34 |
Omega: |
-137.36 |
Rho: |
-10.26 |
Quote data
Open: |
1.190 |
High: |
1.350 |
Low: |
1.190 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+84.93% |
1 Month |
|
|
-15.09% |
3 Months |
|
|
+77.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.350 |
0.710 |
1M High / 1M Low: |
1.660 |
0.710 |
6M High / 6M Low: |
2.570 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.899 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.91% |
Volatility 6M: |
|
205.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |