BVT Put 154 USD/JPY 21.06.2024
/ DE000VD36LJ7
BVT Put 154 USD/JPY 21.06.2024/ DE000VD36LJ7 /
| 20/05/2024 19:50:58 |
Chg.-0.120 |
Bid09:26:07 |
Ask09:26:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-14.29% |
0.720
Bid Size: 60,000 |
0.730
Ask Size: 60,000 |
- |
154.00 JPY |
21/06/2024 |
Put |
Master data
| WKN: |
VD36LJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
154.00 JPY |
| Maturity: |
21/06/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-3,094,612.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,506,955.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
14.40 |
| Parity: |
-28,435.97 |
| Time value: |
0.85 |
| Break-even: |
26,019.83 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-937.27 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.720 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.86% |
| 1 Month |
|
|
-58.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.720 |
| 1M High / 1M Low: |
2.170 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.272 |
| Avg. volume 1M: |
|
75 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
