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BVT Put 40000 Nikkei 225 Stock Av.../  DE000VM841M2  /

Frankfurt Zert./VONT
11/13/2024  7:54:01 PM Chg.+0.120 Bid9:20:48 AM Ask9:20:48 AM Underlying Strike price Expiration date Option type
2.410EUR +5.24% 2.460
Bid Size: 26,000		 2.510
Ask Size: 26,000		 - 40,000.00 JPY 6/13/2025 Put
 

Master data

WKN: VM841M
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 40,000.00 JPY
Maturity: 6/13/2025
Issue date: 1/26/2024
Last trading day: 6/13/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -277,856.13
Leverage: Yes

Calculated values

Fair value: 643,229.77
Intrinsic value: 10,214.03
Implied volatility: 0.00
Historic volatility: 41.41
Parity: 10,214.03
Time value: -10,211.71
Break-even: 6,548,379.32
Moneyness: 1.02
Premium: -0.02
Premium p.a.: -0.03
Spread abs.: 0.05
Spread %: 2.20%
Delta: -0.01
Theta: 4.68
Omega: -3,230.78
Rho: -346.35
 

Quote data

Open: 2.440
High: 2.520
Low: 2.410
Previous Close: 2.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.17%
1 Month  
+2.55%
3 Months
  -36.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.410 2.230
1M High / 1M Low: 3.030 2.160
6M High / 6M Low: 5.890 1.520
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.320
Avg. volume 1W:   0.000
Avg. price 1M:   2.598
Avg. volume 1M:   0.000
Avg. price 6M:   2.810
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.24%
Volatility 6M:   144.82%
Volatility 1Y:   -
Volatility 3Y:   -