BVT Put 144 USD/JPY 21.03.2025
/ DE000VM243C2
BVT Put 144 USD/JPY 21.03.2025/ DE000VM243C2 /
2024-05-03 8:08:33 PM |
Chg.-0.060 |
Bid9:52:13 PM |
Ask9:52:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.740EUR |
-2.14% |
- Bid Size: - |
- Ask Size: - |
- |
144.00 JPY |
2025-03-21 |
Put |
Master data
WKN: |
VM243C |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
144.00 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: |
-896,211.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,304,958.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.03 |
Historic volatility: |
14.15 |
Parity: |
-160,168.45 |
Time value: |
2.84 |
Break-even: |
23,850.71 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-146.13 |
Rho: |
-0.04 |
Quote data
Open: |
2.810 |
High: |
2.810 |
Low: |
2.740 |
Previous Close: |
2.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+44.21% |
1 Month |
|
|
-9.87% |
3 Months |
|
|
-45.42% |
YTD |
|
|
-67.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.800 |
1.900 |
1M High / 1M Low: |
3.040 |
1.900 |
6M High / 6M Low: |
8.420 |
1.900 |
High (YTD): |
2024-01-02 |
8.170 |
Low (YTD): |
2024-04-26 |
1.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.893 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.74% |
Volatility 6M: |
|
110.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |