BVT Put 40000 Nikkei 225 Stock Average Index 13.06.2025
/ DE000VM841M2
BVT Put 40000 Nikkei 225 Stock Av.../ DE000VM841M2 /
2024-07-31 8:56:39 AM |
Chg.-0.26 |
Bid9:44:16 PM |
Ask9:44:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.34EUR |
-10.00% |
2.60 Bid Size: 46,000 |
- Ask Size: - |
- |
40,000.00 JPY |
2025-06-13 |
Put |
Master data
WKN: |
VM841M |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40,000.00 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: |
-225,601.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
649,825.19 |
Intrinsic value: |
31,987.53 |
Implied volatility: |
- |
Historic volatility: |
27.51 |
Parity: |
31,987.53 |
Time value: |
-31,984.70 |
Break-even: |
6,704,372.97 |
Moneyness: |
1.05 |
Premium: |
-0.05 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.07% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.34 |
High: |
2.34 |
Low: |
2.34 |
Previous Close: |
2.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.43% |
1 Month |
|
|
+11.43% |
3 Months |
|
|
-20.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.96 |
2.35 |
1M High / 1M Low: |
2.96 |
1.52 |
6M High / 6M Low: |
4.60 |
1.52 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.99% |
Volatility 6M: |
|
98.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |