BVT Put 36500 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VMA2
BVT Put 36500 Nikkei 225 Stock Av.../ DE000VD4VMA2 /
| 2024-07-10 7:54:09 PM |
Chg.-0.016 |
Bid9:46:20 PM |
Ask9:46:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
-32.65% |
-
Bid Size: - |
-
Ask Size: - |
- |
36,500.00 JPY |
2024-08-09 |
Put |
Master data
| WKN: |
VD4VMA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36,500.00 JPY |
| Maturity: |
2024-08-09 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-08-09 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-9,635,172.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
633,872.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
27.24 |
| Parity: |
-86,808.13 |
| Time value: |
0.08 |
| Break-even: |
6,358,297.18 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
2.98 |
| Spread abs.: |
0.03 |
| Spread %: |
53.06% |
| Delta: |
0.00 |
| Theta: |
-0.24 |
| Omega: |
-145.41 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.033 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.00% |
| 1 Month |
|
|
-90.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.049 |
| 1M High / 1M Low: |
0.430 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
