BVT Put 150 USD/JPY 16.08.2024
/ DE000VD3TN53
BVT Put 150 USD/JPY 16.08.2024/ DE000VD3TN53 /
| 2024-05-17 3:04:48 PM |
Chg.-0.090 |
Bid3:10:07 PM |
Ask3:10:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-9.57% |
0.850
Bid Size: 60,000 |
0.860
Ask Size: 60,000 |
- |
150.00 JPY |
2024-08-16 |
Put |
Master data
| WKN: |
VD3TN5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 JPY |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-08-16 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-2,782,762.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,500,109.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
14.38 |
| Parity: |
-90,845.62 |
| Time value: |
0.94 |
| Break-even: |
25,249.50 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-336.26 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.820 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.84% |
| 1 Month |
|
|
-49.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.860 |
| 1M High / 1M Low: |
1.910 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
