BVT Put 142 USD/JPY 19.07.2024
/ DE000VD1P551
BVT Put 142 USD/JPY 19.07.2024/ DE000VD1P551 /
| 2024-06-07 9:17:51 AM |
Chg.+0.011 |
Bid10:22:48 AM |
Ask10:22:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+19.30% |
0.068
Bid Size: 60,000 |
0.078
Ask Size: 60,000 |
- |
142.00 JPY |
2024-07-19 |
Put |
Master data
| WKN: |
VD1P55 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
142.00 JPY |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-38,843,366.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,364,640.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
14.47 |
| Parity: |
-231,039.61 |
| Time value: |
0.07 |
| Break-even: |
24,103.09 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-219.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.066 |
| High: |
0.068 |
| Low: |
0.066 |
| Previous Close: |
0.057 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.78% |
| 1 Month |
|
|
-69.23% |
| 3 Months |
|
|
-94.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.037 |
| 1M High / 1M Low: |
0.221 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
