BVT Put 33000 Nikkei 225 Stock Average Index 13.09.2024
/ DE000VM84YA0
BVT Put 33000 Nikkei 225 Stock Av.../ DE000VM84YA0 /
| 9/6/2024 8:59:52 AM |
Chg.-0.044 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
-27.67% |
-
Bid Size: - |
-
Ask Size: - |
- |
33,000.00 JPY |
9/13/2024 |
Put |
Master data
| WKN: |
VM84YA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33,000.00 JPY |
| Maturity: |
9/13/2024 |
| Issue date: |
1/26/2024 |
| Last trading day: |
9/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-2,303,759.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
503,396.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
32.30 |
| Parity: |
-33,040.95 |
| Time value: |
0.24 |
| Break-even: |
5,244,686.14 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
32.20 |
| Spread abs.: |
0.06 |
| Spread %: |
31.52% |
| Delta: |
0.00 |
| Theta: |
-3.22 |
| Omega: |
-248.63 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.115 |
| High: |
0.115 |
| Low: |
0.115 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+342.31% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.009 |
| 1M High / 1M Low: |
0.800 |
0.009 |
| 6M High / 6M Low: |
1.670 |
0.009 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
7,223.72% |
| Volatility 6M: |
|
3,031.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
