BVT Put 148 USD/JPY 20.12.2024
/ DE000VM13L01
BVT Put 148 USD/JPY 20.12.2024/ DE000VM13L01 /
| 6/17/2024 8:03:17 PM |
Chg.-0.120 |
Bid9:29:20 PM |
Ask9:29:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-8.63% |
-
Bid Size: - |
-
Ask Size: - |
- |
148.00 JPY |
12/20/2024 |
Put |
Master data
| WKN: |
VM13L0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
148.00 JPY |
| Maturity: |
12/20/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,900,001.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,438,305.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
14.21 |
| Parity: |
-157,564.08 |
| Time value: |
1.39 |
| Break-even: |
24,834.37 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-193.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.260 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.81% |
| 1 Month |
|
|
-30.98% |
| 3 Months |
|
|
-72.21% |
| YTD |
|
|
-86.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.390 |
| 1M High / 1M Low: |
1.970 |
1.390 |
| 6M High / 6M Low: |
9.500 |
1.390 |
| High (YTD): |
1/2/2024 |
9.310 |
| Low (YTD): |
6/14/2024 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.14% |
| Volatility 6M: |
|
119.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
