BVT Put 154 USD/JPY 21.06.2024
/ DE000VD36LJ7
BVT Put 154 USD/JPY 21.06.2024/ DE000VD36LJ7 /
2024-05-17 4:52:02 PM |
Chg.-0.090 |
Bid6:46:01 PM |
Ask6:46:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-9.18% |
0.860 Bid Size: 60,000 |
0.870 Ask Size: 60,000 |
- |
154.00 JPY |
2024-06-21 |
Put |
Master data
WKN: |
VD36LJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
154.00 JPY |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-16 |
Last trading day: |
2024-06-21 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-2,724,787.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,515,241.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
14.38 |
Parity: |
-23,513.60 |
Time value: |
0.96 |
Break-even: |
25,922.82 |
Moneyness: |
0.99 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-1,020.92 |
Rho: |
-0.01 |
Quote data
Open: |
0.820 |
High: |
0.890 |
Low: |
0.820 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.25% |
1 Month |
|
|
-54.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.790 |
1M High / 1M Low: |
2.170 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.944 |
Avg. volume 1W: |
|
300 |
Avg. price 1M: |
|
1.397 |
Avg. volume 1M: |
|
71.429 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |