BVT Put 152 USD/JPY 16.08.2024
/ DE000VD3TN87
BVT Put 152 USD/JPY 16.08.2024/ DE000VD3TN87 /
| 2024-05-17 4:44:33 PM |
Chg.-0.100 |
Bid7:07:00 PM |
Ask7:07:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-7.30% |
1.230
Bid Size: 60,000 |
1.240
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: |
1.270 |
| Low: |
1.190 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.19% |
| 1 Month |
|
|
-42.53% |
| 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: |
|
- |
