BVT Put 144 USD/JPY 21.03.2025/  DE000VM243C2  /

EUWAX
2024-06-14  9:04:00 PM Chg.+0.01 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
1.47EUR +0.68% -
Bid Size: -
-
Ask Size: -
- 144.00 JPY 2025-03-21 Put
 

Master data

WKN: VM243C
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 144.00 JPY
Maturity: 2025-03-21
Issue date: 2023-10-03
Last trading day: 2025-03-21
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,784,460.97
Leverage: Yes

Calculated values

Fair value: 2,350,750.91
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 14.26
Parity: -224,684.03
Time value: 1.48
Break-even: 24,163.17
Moneyness: 0.91
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.00
Theta: 0.00
Omega: -136.27
Rho: -0.02
 

Quote data

Open: 1.33
High: 1.55
Low: 1.33
Previous Close: 1.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.16%
1 Month
  -28.29%
3 Months
  -62.97%
YTD
  -82.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.46
1M High / 1M Low: 2.05 1.46
6M High / 6M Low: 8.42 1.46
High (YTD): 2024-01-02 8.26
Low (YTD): 2024-06-13 1.46
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   3.88
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.96%
Volatility 6M:   104.08%
Volatility 1Y:   -
Volatility 3Y:   -