BVT Put 33500 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM84036
BVT Put 33500 Nikkei 225 Stock Av.../ DE000VM84036 /
| 2024-07-31 8:56:39 AM |
Chg.-0.16 |
Bid9:43:10 PM |
Ask9:43:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-14.55% |
1.09
Bid Size: 60,000 |
-
Ask Size: - |
- |
33,500.00 JPY |
2025-06-13 |
Put |
Master data
| WKN: |
VM8403 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33,500.00 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: |
-536,514.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
544,228.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
27.51 |
| Parity: |
-76,958.99 |
| Time value: |
1.19 |
| Break-even: |
5,614,924.17 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.00 |
| Theta: |
-0.18 |
| Omega: |
-89.91 |
| Rho: |
-9.26 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
+3.30% |
| 3 Months |
|
|
-32.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.98 |
| 1M High / 1M Low: |
1.26 |
0.66 |
| 6M High / 6M Low: |
1.96 |
0.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.54% |
| Volatility 6M: |
|
76.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
