BVT Call 40000 DJI2MN 20.12.2024
/ DE000VM6XNE2
BVT Call 40000 DJI2MN 20.12.2024/ DE000VM6XNE2 /
| 06/09/2024 17:13:06 |
Chg.-0.32 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.93EUR |
-4.41% |
-
Bid Size: - |
-
Ask Size: - |
Dow Jones Industrial... |
40,000.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VM6XNE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
52.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.14 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.09 |
| Parity: |
3.12 |
| Time value: |
3.76 |
| Break-even: |
36,771.82 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.73% |
| Delta: |
0.93 |
| Theta: |
-3.52 |
| Omega: |
49.26 |
| Rho: |
94.61 |
Quote data
| Open: |
7.21 |
| High: |
7.28 |
| Low: |
6.93 |
| Previous Close: |
7.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.06% |
| 1 Month |
|
|
+20.52% |
| 3 Months |
|
|
+25.32% |
| YTD |
|
|
+16.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.00 |
6.93 |
| 1M High / 1M Low: |
8.00 |
5.75 |
| 6M High / 6M Low: |
8.00 |
4.60 |
| High (YTD): |
02/09/2024 |
8.00 |
| Low (YTD): |
30/05/2024 |
4.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.60% |
| Volatility 6M: |
|
76.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
