BVT Put 39500 Nikkei 225 Stock Average Index 12.07.2024
/ DE000VD4VST9
BVT Put 39500 Nikkei 225 Stock Av.../ DE000VD4VST9 /
2024-07-09 8:03:10 PM |
Chg.-0.004 |
Bid8:03:10 PM |
Ask8:03:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-80.00% |
0.001 Bid Size: 60,000 |
0.024 Ask Size: 60,000 |
- |
39,500.00 JPY |
2024-07-12 |
Put |
Master data
WKN: |
VD4VST |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
39,500.00 JPY |
Maturity: |
2024-07-12 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-07-12 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-22,273,417.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
536,330.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.09 |
Historic volatility: |
27.22 |
Parity: |
-23,987.69 |
Time value: |
0.03 |
Break-even: |
6,887,616.44 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
55.11 |
Spread abs.: |
0.03 |
Spread %: |
433.33% |
Delta: |
0.00 |
Theta: |
-1.01 |
Omega: |
-529.55 |
Rho: |
-0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-99.34% |
1 Month |
|
|
-99.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.151 |
0.005 |
1M High / 1M Low: |
0.880 |
0.005 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.500 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
421.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |