BVT Put 30500 Nikkei 225 Stock Average Index 14.03.2025
/ DE000VM843P1
BVT Put 30500 Nikkei 225 Stock Av.../ DE000VM843P1 /
| 1/23/2025 9:09:30 AM |
Chg.-0.011 |
Bid9:35:43 AM |
Ask9:35:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-16.42% |
0.057
Bid Size: 30,000 |
0.085
Ask Size: 30,000 |
- |
30,500.00 JPY |
3/14/2025 |
Put |
Master data
| WKN: |
VM843P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30,500.00 JPY |
| Maturity: |
3/14/2025 |
| Issue date: |
1/26/2024 |
| Last trading day: |
3/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-8,166,118.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
494,413.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
41.09 |
| Parity: |
-148,827.68 |
| Time value: |
0.08 |
| Break-even: |
4,962,956.03 |
| Moneyness: |
0.77 |
| Premium: |
0.23 |
| Premium p.a.: |
3.55 |
| Spread abs.: |
0.03 |
| Spread %: |
54.90% |
| Delta: |
0.00 |
| Theta: |
-0.16 |
| Omega: |
-74.47 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.38% |
| 1 Month |
|
|
-75.65% |
| 3 Months |
|
|
-88.80% |
| YTD |
|
|
-63.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.145 |
0.067 |
| 1M High / 1M Low: |
0.230 |
0.067 |
| 6M High / 6M Low: |
2.250 |
0.067 |
| High (YTD): |
1/3/2025 |
0.166 |
| Low (YTD): |
1/22/2025 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.23% |
| Volatility 6M: |
|
314.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |