BVT Put 146 USD/JPY 16.08.2024
/ DE000VD3TN20
BVT Put 146 USD/JPY 16.08.2024/ DE000VD3TN20 /
| 6/7/2024 8:48:59 AM |
Chg.+0.020 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.330
Bid Size: 60,000 |
0.340
Ask Size: 60,000 |
- |
146.00 JPY |
8/16/2024 |
Put |
Master data
| WKN: |
VD3TN2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
146.00 JPY |
| Maturity: |
8/16/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-8,831,927.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,456,678.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
14.47 |
| Parity: |
-171,667.46 |
| Time value: |
0.30 |
| Break-even: |
24,779.11 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-242.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.00% |
| 1 Month |
|
|
-50.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.250 |
| 1M High / 1M Low: |
0.670 |
0.231 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
