BVT Put 136 USD/JPY 21.03.2025
/ DE000VM9H030
BVT Put 136 USD/JPY 21.03.2025/ DE000VM9H030 /
| 2024-06-13 7:03:28 PM |
Chg.-0.020 |
Bid7:29:10 PM |
Ask7:29:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
0.600
Bid Size: 60,000 |
-
Ask Size: - |
- |
136.00 JPY |
2025-03-21 |
Put |
Master data
| WKN: |
VM9H03 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
136.00 JPY |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-4,212,964.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,239,980.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
14.39 |
| Parity: |
-351,007.55 |
| Time value: |
0.63 |
| Break-even: |
23,031.60 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-106.02 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.610 |
| Low: |
0.580 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.59% |
| 1 Month |
|
|
-27.38% |
| 3 Months |
|
|
-70.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.610 |
| 1M High / 1M Low: |
0.900 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
