BVT Put 151 USD/JPY 19.07.2024
/ DE000VD3S791
BVT Put 151 USD/JPY 19.07.2024/ DE000VD3S791 /
| 13/06/2024 16:42:34 |
Chg.-0.140 |
Bid18:31:20 |
Ask18:31:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-35.00% |
0.280
Bid Size: 60,000 |
0.290
Ask Size: 60,000 |
- |
151.00 JPY |
19/07/2024 |
Put |
Master data
| WKN: |
VD3S79 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
151.00 JPY |
| Maturity: |
19/07/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/07/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-8,294,274.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,486,124.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
14.39 |
| Parity: |
-96,982.52 |
| Time value: |
0.32 |
| Break-even: |
25,571.85 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-413.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
-64.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.330 |
| 1M High / 1M Low: |
0.890 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
