BVT Put 39500 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPN8
BVT Put 39500 Nikkei 225 Stock Av.../ DE000VD4VPN8 /
2024-07-09 10:22:12 AM |
Chg.-0.090 |
Bid12:38:25 PM |
Ask12:38:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-26.47% |
0.260 Bid Size: 60,000 |
0.290 Ask Size: 60,000 |
- |
39,500.00 JPY |
2024-08-09 |
Put |
Master data
WKN: |
VD4VPN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
39,500.00 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: |
-1,875,656.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
686,587.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.04 |
Historic volatility: |
27.22 |
Parity: |
-23,987.69 |
Time value: |
0.38 |
Break-even: |
6,887,612.96 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
0.00 |
Theta: |
-0.78 |
Omega: |
-379.55 |
Rho: |
-1.22 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-45.65% |
1 Month |
|
|
-75.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.340 |
1M High / 1M Low: |
1.100 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.768 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |