BVT Put 154 USD/JPY 21.06.2024
/ DE000VD36LJ7
BVT Put 154 USD/JPY 21.06.2024/ DE000VD36LJ7 /
| 2024-04-29 7:53:56 PM |
Chg.+0.370 |
Bid9:58:18 PM |
Ask9:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+37.76% |
-
Bid Size: - |
-
Ask Size: - |
- |
154.00 JPY |
2024-06-21 |
Put |
Master data
| WKN: |
VD36LJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
154.00 JPY |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-2,769,267.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,552,693.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
13.96 |
| Parity: |
-70,835.13 |
| Time value: |
0.96 |
| Break-even: |
25,876.60 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-445.81 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.500 |
| High: |
1.500 |
| Low: |
1.240 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
0.980 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.380 |
| 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: |
|
- |
