BVT Put 142 USD/JPY 21.03.2025
/ DE000VM243B4
BVT Put 142 USD/JPY 21.03.2025/ DE000VM243B4 /
| 2024-05-03 4:43:36 PM |
Chg.-0.020 |
Bid5:31:03 PM |
Ask5:31:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
-0.86% |
2.300
Bid Size: 60,000 |
2.310
Ask Size: 60,000 |
- |
142.00 JPY |
2025-03-21 |
Put |
Master data
| WKN: |
VM243B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
142.00 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: |
-1,073,941.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,272,945.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
14.15 |
| Parity: |
-193,294.47 |
| Time value: |
2.37 |
| Break-even: |
23,519.45 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-132.44 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.330 |
| High: |
2.330 |
| Low: |
2.310 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.20% |
| 1 Month |
|
|
-7.60% |
| 3 Months |
|
|
-46.03% |
| YTD |
|
|
-68.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
1.580 |
| 1M High / 1M Low: |
2.500 |
1.580 |
| 6M High / 6M Low: |
7.420 |
1.580 |
| High (YTD): |
2024-01-02 |
7.170 |
| Low (YTD): |
2024-04-26 |
1.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.875 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.16% |
| Volatility 6M: |
|
115.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
