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BVT Call 39000 DJI2MN 20.12.2024/  DE000VU94HB5  /

EUWAX
7/9/2024  5:12:25 PM Chg.-0.83 Bid5:26:03 PM Ask5:26:03 PM Underlying Strike price Expiration date Option type
12.03EUR -6.45% 11.99
Bid Size: 35,000		 12.10
Ask Size: 35,000		 Dow Jones Industrial... 39,000.00 USD 12/20/2024 Call
 

Master data

WKN: VU94HB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 39,000.00 USD
Maturity: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 29.32
Leverage: Yes

Calculated values

Fair value: 13.57
Intrinsic value: 3.18
Implied volatility: 0.07
Historic volatility: 0.09
Parity: 3.18
Time value: 9.21
Break-even: 37,247.75
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.11
Spread %: 0.90%
Delta: 0.71
Theta: -4.29
Omega: 20.69
Rho: 109.60
 

Quote data

Open: 12.40
High: 12.47
Low: 11.80
Previous Close: 12.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.86%
1 Month  
+2.91%
3 Months     0.00%
YTD  
+5.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.86 11.81
1M High / 1M Low: 13.50 9.35
6M High / 6M Low: 15.02 9.18
High (YTD): 3/21/2024 15.02
Low (YTD): 5/30/2024 9.18
52W High: - -
52W Low: - -
Avg. price 1W:   12.30
Avg. volume 1W:   0.00
Avg. price 1M:   11.75
Avg. volume 1M:   0.00
Avg. price 6M:   12.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.48%
Volatility 6M:   79.61%
Volatility 1Y:   -
Volatility 3Y:   -