BVT Put 60 iShares US MSCI Japan ETF 20.12.2024
/ DE000VD4E971
BVT Put 60 iShares US MSCI Japan .../ DE000VD4E971 /
| 15/11/2024 08:49:32 |
Chg.-0.013 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-22.03% |
-
Bid Size: - |
-
Ask Size: - |
- |
60.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4E97 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-114.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-0.41 |
| Time value: |
0.06 |
| Break-even: |
59.44 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-21.43 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
-22.03% |
| 3 Months |
|
|
-36.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.046 |
| 1M High / 1M Low: |
0.119 |
0.043 |
| 6M High / 6M Low: |
0.280 |
0.039 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.75% |
| Volatility 6M: |
|
615.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
