BVT Put 151 USD/JPY 19.07.2024
/ DE000VD3S791
BVT Put 151 USD/JPY 19.07.2024/ DE000VD3S791 /
| 2024-04-29 7:40:33 PM |
Chg.+0.310 |
Bid8:17:13 AM |
Ask8:17:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+37.35% |
1.000
Bid Size: 60,000 |
1.010
Ask Size: 60,000 |
- |
151.00 JPY |
2024-07-19 |
Put |
Master data
| WKN: |
VD3S79 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
151.00 JPY |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-07-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-3,127,642.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,512,982.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
13.96 |
| Parity: |
-121,244.11 |
| Time value: |
0.85 |
| Break-even: |
25,372.51 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-282.84 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.020 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.80% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.830 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
