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BVT Put 30500 Nikkei 225 Stock Av.../  DE000VM84044  /

Frankfurt Zert./VONT
23/01/2025  13:40:34 Chg.-0.030 Bid13:40:34 Ask13:40:34 Underlying Strike price Expiration date Option type
0.280EUR -9.68% 0.280
Bid Size: 30,000		 0.310
Ask Size: 30,000		 - 30,500.00 JPY 13/06/2025 Put
 

Master data

WKN: VM8404
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 30,500.00 JPY
Maturity: 13/06/2025
Issue date: 26/01/2024
Last trading day: 13/06/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -1,897,421.66
Leverage: Yes

Calculated values

Fair value: 491,005.77
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 41.09
Parity: -148,827.68
Time value: 0.34
Break-even: 4,962,953.42
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.00
Theta: -0.21
Omega: -63.23
Rho: -0.85
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -44.00%
3 Months
  -71.43%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.310
1M High / 1M Low: 0.500 0.310
6M High / 6M Low: 2.730 0.310
High (YTD): 13/01/2025 0.480
Low (YTD): 22/01/2025 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.886
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.47%
Volatility 6M:   203.81%
Volatility 1Y:   -
Volatility 3Y:   -