BVT Put 41000 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VPS7
BVT Put 41000 Nikkei 225 Stock Av.../ DE000VD4VPS7 /
| 01/08/2024 09:49:09 |
Chg.+0.83 |
Bid13:18:01 |
Ask13:18:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+74.11% |
1.95
Bid Size: 32,000 |
1.98
Ask Size: 32,000 |
- |
41,000.00 JPY |
09/08/2024 |
Put |
Master data
| WKN: |
VD4VPS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,000.00 JPY |
| Maturity: |
09/08/2024 |
| Issue date: |
25/04/2024 |
| Last trading day: |
09/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-418,540.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
636,085.97 |
| Intrinsic value: |
39,505.08 |
| Implied volatility: |
- |
| Historic volatility: |
26.78 |
| Parity: |
39,505.08 |
| Time value: |
-39,503.58 |
| Break-even: |
6,673,140.36 |
| Moneyness: |
1.06 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.95 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.94% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.12 |
| 1M High / 1M Low: |
2.03 |
0.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
