BVT Put 148 USD/JPY 16.08.2024
/ DE000VD3TN46
BVT Put 148 USD/JPY 16.08.2024/ DE000VD3TN46 /
| 06/06/2024 19:53:25 |
Chg.+0.020 |
Bid21:54:08 |
Ask21:54:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
- |
148.00 JPY |
16/08/2024 |
Put |
Master data
| WKN: |
VD3TN4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
148.00 JPY |
| Maturity: |
16/08/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-6,021,769.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,490,356.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
14.47 |
| Parity: |
-137,723.48 |
| Time value: |
0.44 |
| Break-even: |
25,118.54 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-280.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.450 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-59.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.370 |
| 1M High / 1M Low: |
1.110 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
