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: |
|
- |