BVT Put 152 USD/JPY 16.08.2024
/ DE000VD3TN87
BVT Put 152 USD/JPY 16.08.2024/ DE000VD3TN87 /
| 6/6/2024 7:42:27 PM |
Chg.+0.040 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+4.26% |
-
Bid Size: - |
-
Ask Size: - |
- |
152.00 JPY |
8/16/2024 |
Put |
Master data
| WKN: |
VD3TN8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
152.00 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: |
-2,789,029.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,557,712.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
14.47 |
| Parity: |
-69,835.51 |
| Time value: |
0.95 |
| Break-even: |
25,797.42 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-432.56 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.980 |
| Low: |
0.900 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
-52.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.790 |
| 1M High / 1M Low: |
2.060 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
