BVT Put 41500 Nikkei 225 Stock Average Index 09.08.2024
/ DE000VD4VP15
BVT Put 41500 Nikkei 225 Stock Av.../ DE000VD4VP15 /
| 8/1/2024 7:56:42 PM |
Chg.+1.290 |
Bid8:39:26 PM |
Ask8:39:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
+75.88% |
3.030
Bid Size: 31,000 |
3.060
Ask Size: 31,000 |
- |
41,500.00 JPY |
8/9/2024 |
Put |
Master data
| WKN: |
VD4VP1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41,500.00 JPY |
| Maturity: |
8/9/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
8/9/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-350,732.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
644,032.07 |
| Intrinsic value: |
47,643.07 |
| Implied volatility: |
- |
| Historic volatility: |
26.78 |
| Parity: |
47,643.07 |
| Time value: |
-47,641.28 |
| Break-even: |
6,754,517.40 |
| Moneyness: |
1.08 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.97 |
| Spread abs.: |
0.03 |
| Spread %: |
1.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.470 |
| High: |
2.990 |
| Low: |
2.250 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.29% |
| 1 Month |
|
|
+131.78% |
| 3 Months |
|
|
+25.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.700 |
| 1M High / 1M Low: |
2.070 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
