BVT Put 156 USD/JPY 16.08.2024
/ DE000VD41JP8
BVT Put 156 USD/JPY 16.08.2024/ DE000VD41JP8 /
| 19/06/2024 12:09:37 |
Chg.-0.08 |
Bid12:36:39 |
Ask12:36:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-6.45% |
1.17
Bid Size: 60,000 |
1.18
Ask Size: 60,000 |
- |
156.00 JPY |
16/08/2024 |
Put |
Master data
| WKN: |
VD41JP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
156.00 JPY |
| Maturity: |
16/08/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-2,192,005.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,616,067.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
14.29 |
| Parity: |
-31,450.96 |
| Time value: |
1.22 |
| Break-even: |
26,427.94 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-750.06 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.16 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.95% |
| 1 Month |
|
|
-52.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.24 |
| 1M High / 1M Low: |
2.58 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
