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BVT Put 32500 Nikkei 225 Stock Av.../  DE000VM84085  /

Frankfurt Zert./VONT
1/23/2025  1:45:13 PM Chg.-0.030 Bid2:08:44 PM Ask2:08:44 PM Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.430
Bid Size: 30,000		 0.460
Ask Size: 30,000		 - 32,500.00 JPY 6/13/2025 Put
 

Master data

WKN: VM8408
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 32,500.00 JPY
Maturity: 6/13/2025
Issue date: 1/26/2024
Last trading day: 6/13/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -1,316,578.30
Leverage: Yes

Calculated values

Fair value: 523,202.87
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 41.09
Parity: -116,283.71
Time value: 0.49
Break-even: 5,288,391.71
Moneyness: 0.82
Premium: 0.18
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.00
Theta: -0.27
Omega: -77.63
Rho: -1.49
 

Quote data

Open: 0.430
High: 0.430
Low: 0.420
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.38%
1 Month
  -38.24%
3 Months
  -65.85%
YTD
  -28.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.450
1M High / 1M Low: 0.680 0.450
6M High / 6M Low: 3.000 0.450
High (YTD): 1/14/2025 0.670
Low (YTD): 1/22/2025 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   1.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.08%
Volatility 6M:   164.76%
Volatility 1Y:   -
Volatility 3Y:   -