BVT Put 152 USD/JPY 19.07.2024
/ DE000VD2J0J4
BVT Put 152 USD/JPY 19.07.2024/ DE000VD2J0J4 /
17/05/2024 16:08:11 |
Chg.-0.110 |
Bid16:58:23 |
Ask16:58:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-11.46% |
0.900 Bid Size: 60,000 |
0.910 Ask Size: 60,000 |
- |
152.00 JPY |
19/07/2024 |
Put |
Master data
WKN: |
VD2J0J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
152.00 JPY |
Maturity: |
19/07/2024 |
Issue date: |
21/03/2024 |
Last trading day: |
19/07/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-2,753,469.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,534,495.88 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.02 |
Historic volatility: |
14.38 |
Parity: |
-57,179.61 |
Time value: |
0.95 |
Break-even: |
25,586.16 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.06% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-502.55 |
Rho: |
-0.01 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.830 |
Previous Close: |
0.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.48% |
1 Month |
|
|
-51.98% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.860 |
1M High / 1M Low: |
2.030 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
419.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |