OverviewChartNewsTraderScreen

BVT Put 36500 Nikkei 225 Stock Av.../  DE000VM84382  /

Frankfurt Zert./VONT
1/23/2025  2:03:06 PM Chg.0.000 Bid2:03:06 PM Ask2:03:06 PM Underlying Strike price Expiration date Option type
0.300EUR 0.00% 0.300
Bid Size: 30,000		 0.330
Ask Size: 30,000		 - 36,500.00 JPY 3/14/2025 Put
 

Master data

WKN: VM8438
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 36,500.00 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: -1,954,919.29
Leverage: Yes

Calculated values

Fair value: 591,674.98
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 41.09
Parity: -51,195.75
Time value: 0.33
Break-even: 5,939,272.89
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.00
Theta: -0.50
Omega: -180.44
Rho: -0.81
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.37%
1 Month
  -55.88%
3 Months
  -77.94%
YTD
  -41.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.300
1M High / 1M Low: 0.680 0.300
6M High / 6M Low: 3.790 0.300
High (YTD): 1/13/2025 0.600
Low (YTD): 1/22/2025 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   1.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.21%
Volatility 6M:   182.87%
Volatility 1Y:   -
Volatility 3Y:   -