BVT Put 27500 Nikkei 225 Stock Average Index 12.12.2025
/ DE000VG0W5W4
BVT Put 27500 Nikkei 225 Stock Av.../ DE000VG0W5W4 /
| 1/23/2025 9:08:18 AM |
Chg.-0.100 |
Bid1:18:38 PM |
Ask1:18:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-11.24% |
0.790
Bid Size: 12,000 |
0.840
Ask Size: 12,000 |
- |
27,500.00 JPY |
12/12/2025 |
Put |
Master data
| WKN: |
VG0W5W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27,500.00 JPY |
| Maturity: |
12/12/2025 |
| Issue date: |
12/13/2024 |
| Last trading day: |
12/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-716,803.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
436,628.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
41.09 |
| Parity: |
-197,643.65 |
| Time value: |
0.90 |
| Break-even: |
4,474,788.13 |
| Moneyness: |
0.69 |
| Premium: |
0.31 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.00 |
| Theta: |
-0.21 |
| Omega: |
-41.06 |
| Rho: |
-3.37 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.20% |
| 1 Month |
|
|
-24.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.890 |
| 1M High / 1M Low: |
1.050 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/15/2025 |
1.030 |
| Low (YTD): |
1/22/2025 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |