BVT Put 136 USD/JPY 21.03.2025
/ DE000VM243F5
BVT Put 136 USD/JPY 21.03.2025/ DE000VM243F5 /
| 2024-05-03 7:03:32 PM |
Chg.-0.08 |
Bid7:21:42 PM |
Ask7:21:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-5.88% |
1.28
Bid Size: 60,000 |
1.29
Ask Size: 60,000 |
- |
136.00 JPY |
2025-03-21 |
Put |
Master data
| WKN: |
VM243F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
136.00 JPY |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,871,501.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,176,905.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
14.15 |
| Parity: |
-292,672.52 |
| Time value: |
1.36 |
| Break-even: |
22,525.68 |
| Moneyness: |
0.89 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-105.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.36 |
| High: |
1.40 |
| Low: |
1.28 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.66% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-50.39% |
| YTD |
|
|
-72.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
0.91 |
| 1M High / 1M Low: |
1.38 |
0.91 |
| 6M High / 6M Low: |
4.73 |
0.91 |
| High (YTD): |
2024-01-02 |
4.55 |
| Low (YTD): |
2024-04-26 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.55% |
| Volatility 6M: |
|
121.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
