BVT Put 152 USD/JPY 16.08.2024
/ DE000VD3TN87
BVT Put 152 USD/JPY 16.08.2024/ DE000VD3TN87 /
2024-05-17 1:46:20 PM |
Chg.-0.180 |
Bid3:22:31 PM |
Ask3:22:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
-13.14% |
1.220 Bid Size: 60,000 |
1.230 Ask Size: 60,000 |
- |
152.00 JPY |
2024-08-16 |
Put |
Master data
WKN: |
VD3TN8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
152.00 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: |
-1,952,086.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,533,449.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.02 |
Historic volatility: |
14.38 |
Parity: |
-57,179.61 |
Time value: |
1.34 |
Break-even: |
25,586.15 |
Moneyness: |
0.98 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-441.04 |
Rho: |
-0.01 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.190 |
Previous Close: |
1.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.78% |
1 Month |
|
|
-46.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
1.210 |
1M High / 1M Low: |
2.450 |
1.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.746 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |