BVT Put 130 JNJ 21.02.2025
/ DE000VG1V1A9
BVT Put 130 JNJ 21.02.2025/ DE000VG1V1A9 /
| 1/10/2025 8:31:01 AM |
Chg.+0.001 |
Bid4:33:34 PM |
Ask4:33:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+1.05% |
0.086
Bid Size: 62,000 |
0.096
Ask Size: 62,000 |
Johnson and Johnson |
130.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VG1V1A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-134.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
-1.19 |
| Time value: |
0.10 |
| Break-even: |
125.22 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.01 |
| Spread %: |
10.75% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-19.83 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.095 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.68% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+31.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.047 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.095 |
| Low (YTD): |
1/8/2025 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| 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: |
|
- |