BVT Put 151 USD/JPY 19.07.2024
/ DE000VD3S791
BVT Put 151 USD/JPY 19.07.2024/ DE000VD3S791 /
| 5/20/2024 7:43:02 PM |
Chg.-0.070 |
Bid8:00:18 AM |
Ask8:00:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-10.14% |
0.590
Bid Size: 60,000 |
0.600
Ask Size: 60,000 |
- |
151.00 JPY |
7/19/2024 |
Put |
Master data
| WKN: |
VD3S79 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
151.00 JPY |
| Maturity: |
7/19/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-3,757,743.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,526,256.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
14.40 |
| Parity: |
-79,123.98 |
| Time value: |
0.70 |
| Break-even: |
25,512.96 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-414.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
-54.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.620 |
| 1M High / 1M Low: |
1.670 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
