BVT Put 156 USD/JPY 20.09.2024
/ DE000VD41JQ6
BVT Put 156 USD/JPY 20.09.2024/ DE000VD41JQ6 /
2024-05-22 11:08:50 AM |
Chg.-0.14 |
Bid11:39:35 AM |
Ask11:39:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.69EUR |
-4.95% |
2.68 Bid Size: 50,000 |
2.69 Ask Size: 50,000 |
- |
156.00 JPY |
2024-09-20 |
Put |
Master data
WKN: |
VD41JQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
156.00 JPY |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-26 |
Last trading day: |
2024-09-20 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-937,394.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,616,498.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
14.43 |
Parity: |
-3,010.77 |
Time value: |
2.83 |
Break-even: |
26,498.14 |
Moneyness: |
1.00 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-820.02 |
Rho: |
-0.08 |
Quote data
Open: |
2.71 |
High: |
2.71 |
Low: |
2.69 |
Previous Close: |
2.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.92% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.49 |
2.81 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.08 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |